By John Chipman
When studying econometrics, what higher means than to study by means of one among its masters. during this major new quantity, John Chipman, the eminence grise of econometrics, offers his vintage lectures in econometric theory.
Starting with the linear regression version, least squares, Gauss-Markov conception and the 1st principals of econometrics, this publication courses the introductory pupil to a sophisticated level of skill. The textual content covers multicollinearity and reduced-rank estimation, the remedy of linear regulations and minimax estimation. additionally incorporated are chapters at the autocorrelation of residuals and simultaneous-equation estimation. through the top of the textual content, scholars may have a high-quality grounding in econometrics.
Despite the common complexity of the subject material, Chipman's transparent motives, concise prose and sharp research make this publication stick out from others within the box. With mathematical rigor sharpened by way of a life of econometric analysis, this major volume is guaranteed to develop into a seminal and necessary textual content during this zone.
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Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance) by John Chipman