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The Theory and Practice of Econometrics, Second Edition (Wiley Series in Probability and Statistics)

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This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Author(s): George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lutkepohl, Tsoung-Chao Lee
Edition: 2nd
Year: 1986

Language: English
Pages: 1052