Introduction to the theory of econometrics
Introduction to the theory of econometrics
- Amsterdam VU University Press, 2019
- xi, 128 p. ill. 22 cm.
Includes bibliographical references and index. 1. Approximation-- 2. Best unbiased estimation-- 3. Inference-- 4. Maximum likelihood-- 5. Asymptotitcs-- 6. Conditioning-- Appendix A Matrices-- Appendix B Statistics--
This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students.
9789086597666
HB Economic Theory. Demography
Econometrics
Includes bibliographical references and index. 1. Approximation-- 2. Best unbiased estimation-- 3. Inference-- 4. Maximum likelihood-- 5. Asymptotitcs-- 6. Conditioning-- Appendix A Matrices-- Appendix B Statistics--
This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students.
9789086597666
HB Economic Theory. Demography
Econometrics
