Econometrics (Statistics: A Series of Textbooks and Monographs)

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Econometrics (Statistics: A Series of Textbooks and Monographs) image
ISBN-10:

0367403447

ISBN-13:

9780367403447

Author(s): Schmidt, Peter
Edition: 1
Released: Sep 05, 2019
Publisher: CRC-Press
Format: Paperback, 282 pages
Related ISBN: 9780824787356

Description:

"A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "

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