Advanced econometric theory/ John S. Chipman.
Material type: TextPublication details: New York : Routledge, 2011Description: xiv, 393 p. : ill. 25 cmISBN: 9780415326292; 9780415326308; 9780203505076Subject(s): EconometricsDDC classification: 330.015195
Contents:
Preface 1. Multivariate Analysis and the Linear Regression Model 2. Least-Squares and Gauss-Markov Theory 3. Multicollinearity and Reduced-Rank Estimation 4. The treatment of Linear Restrictions 5. Stein Estimation 6. Autocorrelations of Residuals-1 7. Autocorrelations of Residuals-2 8. Simultaneous Equations 9. Solutions to the Exercises
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 330.015195 JOH/A (Browse shelf(Opens below)) | Available | P30891 |
Total holds: 0
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330.015195 HAT/P Principles of Econometrics/ | 330.015195 HAT/P Principles of Econometrics/ | 330.015195 HIL/P Practical Econometrics Data Collection, Analysis and Application | 330.015195 JOH/A Advanced econometric theory/ | 330.015195 KAC/G A guide to basic econometric techniques/ | 330.015195 KOU/T Theory of econometrics: an introductory exposition of econometric methods/ | 330.015195 MAD/I Introduction to Econometrics Principles and Applications |
Preface 1. Multivariate Analysis and the Linear Regression Model 2. Least-Squares and Gauss-Markov Theory 3. Multicollinearity and Reduced-Rank Estimation 4. The treatment of Linear Restrictions 5. Stein Estimation 6. Autocorrelations of Residuals-1 7. Autocorrelations of Residuals-2 8. Simultaneous Equations 9. Solutions to the Exercises
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