Econometric theory [texte imprimé] /
Arthur Stanley Goldberger, Auteur . -
New York : John Wiley & Sons, 1964 . - XI, 393 p. ; 23 cm. - (
Wiley Publications in Statistics) .
Bibliogr. p. 389-392. -Index
Langues : Anglais (
eng)
| Mots-clés : |
Economics -- Mathematical models
Statistics |
| Index. décimale : |
330.115 Econométrie
|
| Résumé : |
This book is intended as a text for a one-year course n econometrics at the graduate level. Its concern is with the methods of estimating and testing relationships among economic variables. Unity of tratement is provided by starting with the classical regression model and proceeding to weaken its several assumptions in turn. The resulting structur should make the book useful also as a reference for those engaged in empirical economic research. |
| Note de contenu : |
Summary :
1. Introduction.
2. Basic concepts of matrix algebra.
3. Basic concepts of statistical inference.
4. Calssical linear regression.
5. Extensions of linear regression.
6. Linear regression with stochastic regressors.
7. Systems of simultaneous linear relationships. |
Ajouter le résultat dans votre panier Faire une suggestion Affiner la rechercheEconometric theory (1964)
