Econometrics: Statistical Foundations and Applications

✍ Scribed by Phoebus J. Dhrymes (auth.)

Publisher: Springer-Verlag New York
Year: 1974
Tongue: English
Leaves: 604
Series: Springer Study Edition
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xv
Elementary Aspects of Multivariate Analysis....Pages 1-41
Applications of Multivariate Analysis....Pages 42-83
Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators....Pages 84-144
Estimation of Simultaneous Equations Systems....Pages 145-221
Applications of Classical and Simultaneous Equations Techniques and Related Problems....Pages 222-278
Alternative Estimation Methods; Recursive Systems....Pages 279-313
Maximum Likelihood Methods....Pages 314-357
Relations Among Estimations; Monte Carlo Methods....Pages 358-381
Spectral Analysis....Pages 382-443
Cross-Spectral Analysis....Pages 444-484
Approximate Sampling Distributions And Other Statistical Aspects Of Spectral Analysis....Pages 485-506
Applications Of Spectral Analysis To Simultaneous Equations Systems....Pages 507-543
Back Matter....Pages 545-592

✦ Subjects

Economics general; Statistics, general

📜 SIMILAR VOLUMES

Spatial Econometrics: Statistical Founda

📁 Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence

✍ Professor Giuseppe Arbia PH D Cantab (auth.) 📂 Library 📅 2006 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>In recent years the so-called new economic geography and the issue of regional economic convergence have increasingly drawn the interest of economists to the empirical analysis of regional and spatial data. However, even if the methodology for econometric treatment of spatial data is well develop

Statistics and Econometrics: Methods and

📁 Statistics and Econometrics: Methods and Applications

✍ Orley Ashenfelter, Phillip B. Levine, David J. Zimmerman 📂 Library 📅 2006 🌐 English

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are critical to practical application econometrics.

Spatial Econometrics: Statistical Founda

📁 Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence (Advances in Spatial Science)

✍ Giuseppe Arbia 📂 Library 📅 2006 🌐 English

This book bridges the gap between economic theory and spatial econometric techniques. It is accessible to those with only a basic statistical background and no prior knowledge of spatial econometric methods. It provides a comprehensive treatment of the topic, motivating the reader with examples and

Spatial Econometrics: Statistical Founda

📁 Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence (Advances in Spatial Science)

✍ Giuseppe Arbia 📂 Library 📅 2006 🏛 Springer 🌐 English

<span>In recent years the so-called new economic geography and the issue of regional economic convergence have increasingly drawn the interest of economists to the empirical analysis of regional and spatial data. However, even if the methodology for econometric treatment of spatial data is well deve

Statistical Foundations of Econometric M

📁 Statistical Foundations of Econometric Modelling

✍ Spanos A. 📂 Library 📅 1989 🌐 English

This book provides an introduction to econometrics through a thorough grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning of them both at a formal and an intuitive

Statistical Foundations of Econometric M

📁 Statistical Foundations of Econometric Modelling

✍ Aris Spanos 📂 Library 📅 1989 🏛 Cambridge University Press 🌐 English