John Chipman

Advanced Econometric Theory (eBook, PDF)

• Format: PDF

Produktbeschreibung

When learning econometrics, what better way than to be taught by one of its masters? In this significant new volume, John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 408
• Erscheinungstermin: 1. März 2013
• Englisch
• ISBN-13: 9781134340453
• Artikelnr.: 38267542

Autorenporträt

John S. Chipman is Regents' Professor of Economics Emeritus at the University of Minnesota. He taught in the areas of Econometrics, International Trade, and Welfare Economics. His is currently involved in theoretical and econometric research into international trade and the history of utility theory. He has published a number of key journal articles and his paper - Homothetic Preferences and Aggregation - is one of the most significant papers in economic theory ever published.

Inhaltsangabe

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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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