Econometric Foundations Pack with CD-ROM

Mittelhammer, Ron C.; Judge, George G.; Miller, Douglas J.

ISBN 10: 0521623944 / ISBN 13: 9780521623940

Verlag: Cambridge University Press, 2000

Beschreibung

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Bibliografische Details

Titel: Econometric Foundations Pack with CD-ROM

Verlag: Cambridge University Press

Erscheinungsdatum: 2000

Einband: Hardcover

Zustand: Acceptable

Über diesen Titel

Inhaltsangabe:

This textbook and accompanying CD-ROM develop step by step a modern approach to econometric problems.

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