This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.
- ISBN10 0471624144
- ISBN13 9780471624141
- Publish Date 31 March 1988 (first published 1 January 1982)
- Publish Status Out of Stock
- Out of Print 21 June 2007
- Publish Country US
- Publisher John Wiley and Sons Ltd
- Imprint John Wiley and Sons (WIE)
- Edition 2nd Revised edition
- Format Hardcover
- Pages 1064
- Language English