Statistical Methods in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Ramanathan, Ramu 作者

Academic Pr

譯者

1993-1 出版日期

405 頁數

$ 158.14 價格

HRD

叢書系列

9780125768306 圖書編碼

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發表於2024-11-28

Statistical Methods in Econometrics 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Statistical Methods in Econometrics 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Statistical Methods in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Statistical Methods in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Statistical Methods in Econometrics 在線電子書圖書描述

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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