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Item Details
| Title:
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ADVANCED ECONOMETRIC THEORY
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| By: |
John Chipman |
| Format: |
Electronic book text |
| List price:
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£47.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1134340400 |
| ISBN 13: |
9781134340408 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
1 March, 2013 |
| Series: |
Routledge Advanced Texts in Economics and Finance |
| Pages: |
394 |
| Description: |
Presents the classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the principles of econometrics, this book guides the introductory student to an advanced stage of ability. It covers multicollinearity and reduced-rank estimation, and the treatment of linear restrictions. |
| Synopsis: |
When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics.Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area. |
| Illustrations: |
9 Line drawings, black and white; 1 Tables, black and white |
| Publication: |
UK |
| Imprint: |
Routledge |
| Returns: |
Non-returnable |
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