Advanced Econometric Methods

by Thomas B. Fomby, etc., and Et Al

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This book is intended for a two-semester, graduate-level course and is paced to admit more extensive treatment of areas of specific interest to the instructor and students. It is assumed that the reader of the book will have had an econometric methods course. In the final section of each chapter we have provided a guide to further readings that briefly lists and describes useful related works in the area. The exercises provided with each chapter are a blend of proofs and results that replace or extend many of those in the text. Applications are included in the exercises as well. We believe strongly that students must grapple with applied econometric techniques. Of course, this means the development of an appropriate dexterity with computers and relevant software as a requirement for serious students in econometrics.
  • ISBN10 3540968687
  • ISBN13 9783540968689
  • Publish Date April 1992 (first published 6 August 1984)
  • Publish Status Out of Print
  • Out of Print 11 April 1995
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Format Paperback
  • Pages 644
  • Language English