An Introduction to Econometric Theory
eBook - ePub

An Introduction to Econometric Theory

James Davidson

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

An Introduction to Econometric Theory

James Davidson

Book details
Table of contents
Citations

About This Book

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

  • Presents a guide for teaching econometric methods to undergraduate and graduate students ofeconomics, statistics or finance
  • Offers proven classroom-tested material
  • Contains sets of exercises that accompany each chapter
  • Includes a companion website that hosts additional materials, solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

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Information

Publisher
Wiley
Year
2018
ISBN
9781119484929
Edition
1
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Cover
  2. Table of Contents
  3. List of Figures
  4. Preface
  5. About the Companion Website
  6. Part I: Fitting
  7. Part II: Modelling
  8. Part III: Testing
  9. Part IV: Extensions
  10. Part V: Appendices
  11. Recommended Reading
  12. Index
  13. End User License Agreement
Citation styles for An Introduction to Econometric Theory

APA 6 Citation

Davidson, J. (2018). An Introduction to Econometric Theory (1st ed.). Wiley. Retrieved from https://www.perlego.com/book/1148865/an-introduction-to-econometric-theory-pdf (Original work published 2018)

Chicago Citation

Davidson, James. (2018) 2018. An Introduction to Econometric Theory. 1st ed. Wiley. https://www.perlego.com/book/1148865/an-introduction-to-econometric-theory-pdf.

Harvard Citation

Davidson, J. (2018) An Introduction to Econometric Theory. 1st edn. Wiley. Available at: https://www.perlego.com/book/1148865/an-introduction-to-econometric-theory-pdf (Accessed: 14 October 2022).

MLA 7 Citation

Davidson, James. An Introduction to Econometric Theory. 1st ed. Wiley, 2018. Web. 14 Oct. 2022.