000 02745nam a22003495i 4500
999 _c176144
_d176144
001 19826475
003 LDD
005 20191114161123.0
008 170724s2017 nyu 000 0 eng
010 _a 2017950078
020 _a9783319659145
040 _aDLC
_beng
_erda
_cDLC
042 _apcc
082 _223
_a330.0182 D539I
100 _4Dhrymes, Phoebus
_eauthor
_99434
245 0 0 _aIntroductory econometrics /
_cby Phoebus Dhrymes ; with contributions by John Guerard.
260 _aNew York, NY :
_bSpringer Science+Business Media,
_c2017.
263 _a1710
300 _axv, 626 pages :
_billustrations ;
_c25 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
505 _a Introduction -- Chapter 1: General linear model I -- Chapter 2: General linear model II -- Chapter 3: The General Linear Model III -- Chapter 4: The General Linear Model IV -- Chapter 5: Misspecification analysis and errors in variables -- Chapter 6: Systems of simultaneous equations -- Chapter 7: Time series modeling -- Chapter 8: Forecasting: accuracy and evaluation -- Chapter 9: Discreet choice models: logit and probit analysis -- Chapter 10: Statistical and probabilistic background.
520 _aThis book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
650 _aEconometrics.
_99435
650 _aEconomics, Mathematical.
_99436
650 _aStatistics.
_99437
700 _aGuerard, John
_ewith contributions by
_99438
906 _a0
_bibc
_corignew
_d2
_eepcn
_f20
_gy-gencatlg
942 _2ddc
_cBK