Introductory Econometrics

by Phoebus J. Dhrymes (Author)

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Format: Hardcover

Synopsis of Introductory Econometrics

This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.

Product details

  • Pages: 480
  • Publisher: Springer-Verlag New York Inc.
  • Published: March 2001
  • Language: English
  • ISBN: 9780387903170
  • Category: Business & Economics

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