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Statistical Methods of Econometrics

Edmond Malinvaud (Autor)

Buch | Hardcover

786 Seiten

1980 | 3rd Revised edition
Elsevier Science Ltd (Verlag)
978-0-444-85473-5 (ISBN)

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This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been rewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations.

Reihe/Serie	Study in Mathematics & Managerial Economics
Übersetzer	A. Silvey
Zusatzinfo	96ill.12tabs.
Verlagsort	Oxford
Sprache	englisch
Maße	150 x 230 mm
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-444-85473-8 / 0444854738
ISBN-13	978-0-444-85473-5 / 9780444854735
Zustand	Neuware