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Introduction to the theory and practice of econometrics

Author: George G Judge
Publisher: New York : Wiley, ©1988.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

This second edition of the introduction to econometrics retains its comprehensive nature while incorporating much new material, including a complete treatment of Bayesian inference, sampling theory,  Read more...

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Additional Physical Format: Online version:
Introduction to the theory and practice of econometrics.
New York : Wiley, ©1988
(OCoLC)648534511
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George G Judge
ISBN: 0471624144 9780471624141 0471602728 9780471602729
OCLC Number: 16923958
Description: xxxvii, 1024 pages : illustrations ; 24 cm
Contents: Machine derived contents note: Partial table of contents: --
The Foundation Of Statistical Inference. --
Probability and Distribution Theory. --
Statistical Inference: Estimation and Hypothesis Testing. --
Bayesian Inference. --
The General Linear Statistical Model. --
Linear Statistical Model. --
The Normal General Linear Statistical Model. --
Bayesian Analysis of the Normal Linear Statistical Model. --
Generalizations Of The Linear Statistical Model. --
General Linear Statistical Model with Non-Scalar Identity Covariance Matrix. --
General Linear Statistical Model with an Unknown Covariance Matrix. --
Dummy Variables and Varying Parameter Models. --
Sets of Linear Statistical Models. --
Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation. --
Stochastic Regressors. --
Simultaneous Equation Models. --
An Introduction to Simultaneous Linear Statistical Models. --
Estimation and Inference for Simultaneous Equation Statistical Models. --
Time-Series And Distributed Lag Models. --
Time Series Analysis and Forecasting. --
Distributed Lags. --
Multiple Time-Series. --
Additional Econometric Topics. --
Qualitative and Limited Dependent Variable Models. --
Prior Information, Biased Estimation, and Statistical Model Selection. --
Multicollinearity. --
Robust Estimation. --
Epilogue. --
Appendix.
Responsibility: George G. Judge [and others].
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