Introduction to the theory and practice of econometrics

Front Cover
This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

THE FOUNDATIONS OF STATISTICAL
9
Estimation
58
Properties of Point Estimators
69
Copyright

42 other sections not shown

Other editions - View all

Common terms and phrases

Bibliographic information