Introduction to the theory of econometrics

Contributor(s):

Magnus, Jan R [Author]

Material type: Text

TextLanguage: English Publication details: Amsterdam VU University Press, 2019Description: xi, 128 p. ill. 22 cm.ISBN:

9789086597666

Subject(s):

Online resources:

Click here to access online

Contents:

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--

Summary: 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.

Holdings ( 1 )
Title notes ( 2 )

Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	TBS Barcelona Libre acceso	HB139 MAG (Browse shelf(Opens below))	Available		B03434

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.