Advanced econometric theory/
Chipman, John Somerset,
Advanced econometric theory/ John S. Chipman. - New York : Routledge, 2011. - xiv, 393 p. : ill. 25 cm.
Preface 1. Multivariate Analysis and the Linear Regression Model 2. Least-Squares and Gauss-Markov Theory 3. Multicollinearity and Reduced-Rank Estimation 4. The treatment of Linear Restrictions 5. Stein Estimation 6. Autocorrelations of Residuals-1 7. Autocorrelations of Residuals-2 8. Simultaneous Equations 9. Solutions to the Exercises
9780415326292 9780415326308 9780203505076
Econometrics.
330.015195 / JOH/A
Advanced econometric theory/ John S. Chipman. - New York : Routledge, 2011. - xiv, 393 p. : ill. 25 cm.
Preface 1. Multivariate Analysis and the Linear Regression Model 2. Least-Squares and Gauss-Markov Theory 3. Multicollinearity and Reduced-Rank Estimation 4. The treatment of Linear Restrictions 5. Stein Estimation 6. Autocorrelations of Residuals-1 7. Autocorrelations of Residuals-2 8. Simultaneous Equations 9. Solutions to the Exercises
9780415326292 9780415326308 9780203505076
Econometrics.
330.015195 / JOH/A