Econometric Foundations Pack with CD-ROM 1 Hardback, 1 CD-ROM - Hardcover

Mittelhammer; Judge; Miller

Hardcover

ISBN 10: 0521623944 ISBN 13: 9780521623940

Verlag: Cambridge University Press, 2000

Inhaltsangabe

This course provides a complete working knowledge of a rich set of estimation and inference tools, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The accompanying CD-ROM offers further reading, manuals, software, and solutions. An electronic tutorial is available separately.

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Críticas

'The authors of Econometric Foundations are to be congratulated for their comprehensive and clear presentation of old and new econometric methods along with many interesting and relevant applications. This fine blend of theory and application makes this text particularly useful and appealing.' Arnold Zellner, University of Chicago

'This graduate text breaks new ground in both content and delivery. Not only is much of the content on the frontier, but also Bayesian and classical appraoches are simultaneously developed in a creative manner.' N. Eugene Savin, University of Iowa

'To a degree not previously accomplished in a textbook, this masterful volume unifies econometric theory and modern approaches to its application. Spanning state-of-the-art advances in sampling theoretic and Bayesian inference, the book also integrates concepts from systems theory by emphasizing the logic of the inverse problem. This book exceeded my expectations, and likely will do so for other readers.' William A. Barnett, Washington University, St. Louis

'The book's richest section is an extended unifying discussion of approaches including quasi maximum likelihood, empirical likelihood and generalised method of moments under a general framework of estimating equations. I found a careful reading of this stimulating, and it also yielded genuinely fresh insights. Econometric Foundations has a bold, novel perspective that is often rewarding. A lot of interesting and sensible things are said.' The Times Higher Education Supplement

Product Description

Book by Mittelhammer Ron C Judge George G Miller Douglas J

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2000
• ISBN 10: 0521623944
• ISBN 13: 9780521623940
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 784