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Econometrics (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)

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Econometrics (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section) image
ISBN-10:

0471959812

ISBN-13:

9780471959816

Author(s): Wonnacott, Thomas H.; Wonnacott, Ronald J.
Edition: 2
Released: Nov 07, 1979
Publisher: wiley
Format: Hardcover, 580 pages
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Description:

Econometrics uses a two-part format designed for an introductory course followed by a more advanced treatment. Part I is a simple presentation of important statistical concepts; difficult interpretations and developments are provided in footnotes, starred sections, and corresponding chapters in Part II, allowing for a good appreciation of main problems without any loss of continuity in presentation. Part II requires calculus, matrix algebra, and vector geometry; chapters correspond to Part I and cover topics in greater depth. This edition now covers Box/Jenkins time series analysis, Almon lags, cross-spectral analysis, treatment of serial correlation in both the error and dependent variable, principle components, and more recent simultaneous equation techniques such as SOIV, LIVE, and FIVE.

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