Econometrics  book cover
1st Edition


ISBN 9780367403447
Published September 5, 2019 by CRC Press
282 Pages

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Book Description

"A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "

Table of Contents

Least Squares Under Ideal Conditions Violations of the Ideal Conditions Stochastic Regressors Simultaneous Equations I Simultaneous Equations II

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