03780nam 22005775 450 991025504580332120200702040513.03-319-65916-210.1007/978-3-319-65916-9(CKB)4340000000223362(DE-He213)978-3-319-65916-9(MiAaPQ)EBC6311685(MiAaPQ)EBC5589066(Au-PeEL)EBL5589066(OCoLC)1016553040(EXLCZ)99434000000022336220171122d2017 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierIntroductory Econometrics[electronic resource] /by Phoebus Dhrymes1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (XVI, 626 p.) 3-319-65914-6 Includes bibliographical references.Chapter 0: Introduction -- Chapter 1: General Linear Model I -- Chapter 2: General Methods of Estimation -- Chapter 3: General Linear Model II -- Chapter 4: The General Linear Model III -- Chapter 5: The General Linear Model IV -- Chapter 6: Misspecification and Errors in Variables -- Chapter 7: Discreet Choice Model: Logit and Probit Analysis -- Chapter 8: Simultaneous Equations Models and the Identification Problem -- Chapter 9: Time Series I -- Chapter 10: Time Series II -- Chapter 11: Nonparametric Methods -- Chapter 12: Review of Basic Probability and Statistics.This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises. .EconometricsStatistics Economics, Mathematical Econometricshttps://scigraph.springernature.com/ontologies/product-market-codes/W29010Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Econometrics.Statistics .Economics, Mathematical .Econometrics.Statistics for Business, Management, Economics, Finance, Insurance.Quantitative Finance.330.0182Dhrymes Phoebusauthttp://id.loc.gov/vocabulary/relators/aut970349MiAaPQMiAaPQMiAaPQBOOK9910255045803321Introductory Econometrics2205525UNINA