Advanced Econometric Theory
by
John Chipman
Book Details
Format
Paperback / Softback
ISBN-10
0415326303
ISBN-13
9780415326308
Publisher
Taylor & Francis Ltd
Imprint
Routledge
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 21st, 2011
Print length
394 Pages
Weight
628 grams
Dimensions
23.30 x 16.20 x 2.80 cms
Product Classification:
Economic theory & philosophyEconometrics
Ksh 13,700.00
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When learning econometrics, what better way than to be taught by one of its masters? In this significant new volume, John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.
John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory in this new volume.
Starting with the linear regression model, least squares, Gauss-Markov theory and the first principles of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics.
Despite the frequent complexity of the subject matter, Chipman''s clear explanations, concise prose and sharp analysis make this book stand out from others in the field.
With mathematical rigor sharpened by a lifetime of econometric analysis, Advanced Econometric Theory is sure to become a seminal and indispensable text in this area. If you want to learn econometrics, what better way than to be taught by one of its masters?
Starting with the linear regression model, least squares, Gauss-Markov theory and the first principles of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics.
Despite the frequent complexity of the subject matter, Chipman''s clear explanations, concise prose and sharp analysis make this book stand out from others in the field.
With mathematical rigor sharpened by a lifetime of econometric analysis, Advanced Econometric Theory is sure to become a seminal and indispensable text in this area. If you want to learn econometrics, what better way than to be taught by one of its masters?
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