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Econometric theory / James Davidson.

By: Material type: TextTextLanguage: English Publication details: Oxford : Blackwell Publishers, 2000.Description: xxv, 499 páginas : gráficas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0631178376
Subject(s): DDC classification:
  • 330.015195 D19e 21
Other classification:
  • B23
Contents:
Part I: Basic regression theory: 1. The linear regression model ; 2. Statistical analysis of the regression model ; 3. Asymptotic analysis of the regression model -- Part II: Dynamic regression theory: 4. Modelling economic time series ; 5. Principles of dynamic modelling ; 6. Asymptotics for dynamic models ; 7. Estimation and testing ; 8. Simultaneous equations -- Part III: Advanced estimation theory : 9. Optimization estimators I: Theory ; 10. Optimization Estimators II: examples ; 11. The method of maximum likelihood ; 12. Testing hypotheses; 13. System estimation -- Part IV: Cointegration theory ; 14. Unit roots ; 15. Cointegrating regression ; 16. Cointegrated systems -- Part V: Technical Appendices: A. Matrix algebra basics ; B. Probability and distribution theory ; C. The Gaussian distribution and its relatives.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 D19e (Browse shelf(Opens below)) Available Mantener en colección. 29004018970334
Total holds: 0

Incluye referencias bibliográficas (páginas 469-485) e índice.

Part I: Basic regression theory: 1. The linear regression model ; 2. Statistical analysis of the regression model ; 3. Asymptotic analysis of the regression model -- Part II: Dynamic regression theory: 4. Modelling economic time series ; 5. Principles of dynamic modelling ; 6. Asymptotics for dynamic models ; 7. Estimation and testing ; 8. Simultaneous equations -- Part III: Advanced estimation theory : 9. Optimization estimators I: Theory ; 10. Optimization Estimators II: examples ; 11. The method of maximum likelihood ; 12. Testing hypotheses; 13. System estimation -- Part IV: Cointegration theory ; 14. Unit roots ; 15. Cointegrating regression ; 16. Cointegrated systems -- Part V: Technical Appendices: A. Matrix algebra basics ; B. Probability and distribution theory ; C. The Gaussian distribution and its relatives.

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