Advanced Econometrics
Author | : Takeshi Amemiya |
Publisher | : Harvard University Press |
Total Pages | : 540 |
Release | : 1985 |
ISBN-10 | : 0674005600 |
ISBN-13 | : 9780674005600 |
Rating | : 4/5 (600 Downloads) |
Book Synopsis Advanced Econometrics by : Takeshi Amemiya
Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1985 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.