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…
Specifikacia 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. 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. The style is deliberately informal with numbered theorems and lemmas avoided. 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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