Bridges the gap between introductory textbooks and current journal articles and is primarily geared for graduate students majoring in econometrics. Provides detailed treatment of topics in current econometric research. Discusses techniques of approximating probability distributions and moments. Presents theoretical aspects of time series analysis and shows connections between times series analysis and standard econometric models. Contains introductory chapters and six appendices on background topics in mathematics and statistics. Includes small sample properties of simultaneous equation estimators, plus detailed proofs of main results.
- ISBN10 0471090778
- ISBN13 9780471090779
- Publish Date 1 April 1983
- Publish Status Out of Stock
- Out of Print 29 July 1997
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 344
- Language English