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Books > Business & Economics > Economics > Econometrics
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An Introduction to Econometric Theory (Hardcover)
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An Introduction to Econometric Theory (Hardcover)
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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 of
economics, 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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