Statistical Methods in Econometrics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ramanathan, Ramu 作者

Academic Pr

译者

1993-1 出版日期

405 页数

$ 158.14 价格

HRD

丛书系列

9780125768306 图书编码

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Statistical Methods in Econometrics 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Statistical Methods in Econometrics 在线电子书图书描述

Statistical Methods in Econometrics is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accordingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail.

The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix. Numerous examples, exercises, and practice problems are included.

Key Features

* Covers both multivariate analysis and matrix algebra

* Focuses on newer tests of hypotheses such as the Lagrange multiplier test

* Discusses characteristic functions in depth

* Material has evolved during 15 years of classroom instruction

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