Econometrics
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€82.99
A01=Peter Schmidt
Asymptotic Covariance Matrix
Asymptotic Distribution
Author_Peter Schmidt
Autoregressive Model
Category=KCH
Characteristic Function
Consistent Estimator
Distributed Lag Model
Econometrics
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Hold
Iv
Iv Estimator
Koyck Transformation
MATHEMATICS Probability & Statistics General
Maximum Likelihood
OLS Estimator
Prior Information
Regressor Matrix
Simple Linear Regression Model
Single Structural Equation
Slightly
Small Sample Distribution
Stochastic Regressors
U Y
Usual Tests
Product details
- ISBN 9780367403447
- Weight: 376g
- Dimensions: 152 x 229mm
- Publication Date: 05 Sep 2019
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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"A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "
Schmidt\,Peter
