LEADER 05548oam 2200709I 450 001 9910462431303321 005 20200520144314.0 010 $a1-283-60655-0 010 $a9786613919007 010 $a1-134-34045-1 010 $a0-203-18075-5 024 7 $a10.4324/9780203180754 035 $a(CKB)2670000000242434 035 $a(EBL)1024466 035 $a(OCoLC)811505523 035 $a(SSID)ssj0000747504 035 $a(PQKBManifestationID)11453726 035 $a(PQKBTitleCode)TC0000747504 035 $a(PQKBWorkID)10704627 035 $a(PQKB)11225638 035 $a(MiAaPQ)EBC1024466 035 $a(Au-PeEL)EBL1024466 035 $a(CaPaEBR)ebr10603870 035 $a(CaONFJC)MIL391900 035 $a(OCoLC)815477937 035 $a(EXLCZ)992670000000242434 100 $a20180706d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAdvanced econometric theory /$fJohn S. Chipman 210 1$aAbingdon, Oxon :$cRoutledge,$d2011. 215 $a1 online resource (409 p.) 225 1 $aRoutledge advanced texts in economics and finance ;$v14 300 $aDescription based upon print version of record. 311 $a0-415-32630-3 311 $a0-415-32629-X 320 $aIncludes bibliographical references and index. 327 $aAdvanced Econometric Theory; Copyright; Contents; List of figures and tables; Preface; 1 Multivariate analysis and the linear regression model; 1.1 Introduction; 1.2 Existence of a solution to the normal equation; 1.3 The concept of wide-sense conditional expectation; 1.4 Conditional expectation with normal variables; 1.5 The relation between wide-sense and strict-sense conditional expectation; 1.6 Conditional means and minimum mean-square error; 1.7 Bayes estimation; 1.8 The relation between Bayes and Gauss-Markov estimation in the case of a single independent variable; 1.9 Exercises 327 $a2 Least-squares and Gauss-Markov theory2.1 Least-squares theory; 2.2 Principles of estimation; 2.3 The concept of a generalized inverse of a matrix; 2.4 The matrix Cauchy-Schwarz inequality and an extension; 2.5 Gauss-Markov theory; 2.6 The relation between Gauss-Markov and least-squares estimators; 2.7 Minimum-bias estimation; 2.8 Multicollinearity and the imposition of dummy linear restrictions; 2.9 Specification error; 2.10 Exercises; 3 Multicollinearity and reduced-rank estimation; 3.1 Introduction; 3.2 Singular-value decomposition of a matrix; 3.3 The condition number of a matrix 327 $a3.4 The Eckart-Young theorem3.5 Reduced-rank estimation; 3.6 Exercises; 4 The treatment of linear restrictions; 4.1 Estimation subject to linear restrictions; 4.2 Linear aggregation and duality; 4.3 Testing linear restrictions; 4.4 Reduction of mean-square error by imposition of linear restrictions; 4.5 Uncertain linear restrictions; 4.6 Properties of the generalized ridge estimator; 4.7 Comparison of restricted and generalized ridge estimators; 4A Appendix (to Section 4.4): Guide to the computation of percentage points of the noncentral F distribution; 4.8 Exercises; 5 Stein estimation 327 $a5.1 Stein's theorem and the regression model5.2 Lemmas underlying the James-Stein theorem; 5.3 Some further developments of Stein estimation; 5.4 Exercises; 6 Autocorrelation of residuals - 1; 6.1 The first-order autoregressive model; 6.2 Efficiency of trend estimation: the ordinary least-squares estimator; 6.3 Efficiency of trend estimation: the Cochrane-Orcutt estimator; 6.4 Efficiency of trend estimation: the Prais-Winsten weighted-difference estimator; 6.5 Efficiency of trend estimation: the Prais-Winsten first-difference estimator; 6.6 Discussion of the literature; 6.7 Exercises 327 $a7 Autocorrelation of residuals - 27.1 Anderson models; 7.2 Testing for autocorrelation: Anderson's theorem and the Durbin-Watson test; 7.3 Distribution and beta approximation of the Durbin-Watson statistic; 7.4 Bias in estimation of sampling variances; 7.5 Exercises; 8 Simultaneous-equations estimation; 8.1 The identification problem; 8.2 Anderson and Rubin's "limited-information maximum-likelihood" (LIML) method, 1: the handling of linear restrictions; 8.3 Anderson and Rubin's "limited-information maximum-likelihood" method, 2: constrained maximization of the likelihood function 327 $a8.4 The contributions of Basmann and Theil 330 $aWhen learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorr 410 0$aRoutledge advanced texts in economics and finance. 606 $aEconometrics 606 $aEconomics, Mathematical 608 $aElectronic books. 615 0$aEconometrics. 615 0$aEconomics, Mathematical. 676 $a330.015195 700 $aChipman$b John Somerset$f1926-,$0122854 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910462431303321 996 $aAdvanced econometric theory$92132149 997 $aUNINA LEADER 02864nam 2200625Ia 450 001 9910973270503321 005 20251116175636.0 010 $a1-135-76812-9 010 $a1-135-76813-7 010 $a1-280-04817-4 010 $a0-203-32488-9 024 7 $a10.4324/9780203324882 035 $a(CKB)1000000000250853 035 $a(EBL)199697 035 $a(OCoLC)475907175 035 $a(SSID)ssj0000299536 035 $a(PQKBManifestationID)11248044 035 $a(PQKBTitleCode)TC0000299536 035 $a(PQKBWorkID)10241300 035 $a(PQKB)11321800 035 $a(MiAaPQ)EBC199697 035 $a(Au-PeEL)EBL199697 035 $a(CaPaEBR)ebr10094197 035 $a(CaONFJC)MIL4817 035 $a(OCoLC)56748782 035 $a(OCoLC)958104124 035 $a(EXLCZ)991000000000250853 100 $a20040127d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aIndia's partition $ethe story of imperialism in retreat /$fD.N. Panigrahi 210 $aLondon $cRoutledge$d2004 215 $a1 online resource (400 p.) 225 1 $aBritish foreign and colonial policy 300 $aDescription based upon print version of record. 311 08$a0-415-58615-1 311 08$a0-7146-5601-1 320 $aIncludes bibliographical references and index. 327 $aBook Cover; Title; Copyright; CONTENTS; List of illustrations; List of maps; Series editor's preface; Acknowledgements; Abbreviations; Glossary; Introduction; 1 The making of Jinnah; 2 Storming the Muslim League; 3 The Second World War, the conservatives and the Muslim League; 4 The Pakistan resolution and Gandhi-Jinnah dialogue; 5 The Cripps offer, 1942; 6 Quit India and the aftermath; 7 From Simla Conference to partition; 8 Concluding remarks; Biographical data; Bibliography; Index 330 $aBased on new source material available in both England and India, India's Partition examines the partition in the context of the retreat of the British Empire. The freeing of India from British rule was the result of internal forces in both countries, while the split of the subcontinent along religious lines served as a harbinger for things to come. Panigrahi argues that partition was not a foregone conclusion and was not the favoured option for most of the main parties, but rather was the result of a unique set of circumstances.An erudite exploration of the highly complex rel 410 0$aCass series--British foreign and colonial policy. 607 $aIndia$xHistory 607 $aIndia$xHistory$yPartition, 1947 676 $a954.042 700 $aPanigrahi$b D. N.$f1929-$01874925 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910973270503321 996 $aIndia's partition$94485755 997 $aUNINA