Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
An Introduction to Econometric Theory, Hardback Book

An Introduction to Econometric Theory Hardback

Hardback

Only a few left - usually despatched within 24 hours

Description

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory.

Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument.

The style is deliberately informal with numbered theorems and lemmas avoided.

However, very few technical results are quoted without some form of explanation, demonstration or proof. The author - a noted expert in the field - covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood.

Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging.

This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or financeOffers proven classroom-tested materialContains sets of exercises that accompany each chapterIncludes a companion website that hosts additional materials, solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

Information

Save 1%

£69.95

£68.95

Only a few left - usually despatched within 24 hours
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information