Introduction to Econometric Theory Davidson JamesPevná vazba
Introduction to Econometric Theory Davidson JamesPevná vazba A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methodsAn Introduction to…
Specifikacia Introduction to Econometric Theory Davidson JamesPevná vazba
Introduction to Econometric Theory Davidson JamesPevná vazba
A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methodsAn Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. The style is deliberately informal with numbered theorems and lemmas avoided. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument.
However, very few technical results are quoted without some form of explanation, demonstration or proof.The author -- a noted expert in the field -- covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of
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