Statistical Methods in Econometrics
Book Details
Format
Hardback or Cased Book
ISBN-10
0125768303
ISBN-13
9780125768306
Publisher
Emerald Publishing Limited
Imprint
Academic Press Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 7th, 1993
Print length
405 Pages
Weight
722 grams
Dimensions
16.20 x 23.90 x 2.80 cms
Product Classification:
Economic theory & philosophyEconometricsProbability & statistics
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Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.
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