Foundations of Econometrics
eBook - PDF

Foundations of Econometrics

  1. 274 pages
  2. English
  3. PDF
  4. Only available on web
eBook - PDF

Foundations of Econometrics

Book details
Table of contents
Citations

About This Book

Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.

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Yes, you can access Foundations of Econometrics by Albert Madansky, C. J. Bliss,M. D. Intriligator in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
North Holland
Year
2014
ISBN
9781483275253
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Front Cover
  2. Foundations of Econometrics
  3. Copyright Page
  4. Table of Contents
  5. Preface
  6. Chapter 1. Matrix theory
  7. Chapter 2. Multivariate statistical analysis: Distribution and point estimation theory
  8. Chapter 3. Linear expected value models
  9. Chapter 4. Simultaneous equation estimation
  10. Chapter 5. Multivariate statistical analysis: Hypothesis testing theory
  11. Chapter 6. Tests of hypotheses in econometric models
  12. Chapter 7. A prolegomenon to econometric model building
  13. Index