By John Chipman
When studying econometrics, what higher method than to study via considered one of its masters. during this major new quantity, John Chipman, the eminence grise of econometrics, offers his vintage lectures in econometric theory.
Starting with the linear regression version, least squares, Gauss-Markov thought and the 1st principals of econometrics, this publication publications the introductory pupil to a sophisticated level of skill. The textual content covers multicollinearity and reduced-rank estimation, the remedy of linear regulations and minimax estimation. additionally incorporated are chapters at the autocorrelation of residuals and simultaneous-equation estimation. by means of the top of the textual content, scholars can have a superb grounding in econometrics.
Despite the common complexity of the subject material, Chipman's transparent causes, concise prose and sharp research make this ebook stick out from others within the box. With mathematical rigor sharpened by way of a life of econometric analysis, this major volume is guaranteed to turn into a seminal and critical textual content during this sector.
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Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance) by John Chipman