An Introduction to Econometric Theory

Business & Finance, Economics, Econometrics
Cover of the book An Introduction to Econometric Theory by James Davidson, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: James Davidson ISBN: 9781119484929
Publisher: Wiley Publication: July 30, 2018
Imprint: Wiley Language: English
Author: James Davidson
ISBN: 9781119484929
Publisher: Wiley
Publication: July 30, 2018
Imprint: Wiley
Language: English

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

  • Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance
  • Offers proven classroom-tested material
  • Contains sets of exercises that accompany each chapter
  • Includes a companion website that hosts additional materials, solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner’s guide to the underpinnings of econometrics.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner’s guide to the underpinnings of econometrics.

More books from Wiley

Cover of the book The Rudolph Factor by James Davidson
Cover of the book Clinical Atlas of Canine and Feline Ophthalmic Disease by James Davidson
Cover of the book This is Not a Firedrill by James Davidson
Cover of the book The Little Book of Market Wizards by James Davidson
Cover of the book Diversity at Work by James Davidson
Cover of the book Grundlagen des Small Talk für Dummies Das Pocketbuch by James Davidson
Cover of the book Lean Impact by James Davidson
Cover of the book Inbound Marketing For Dummies by James Davidson
Cover of the book Essentials of Assessing, Preventing, and Overcoming Reading Difficulties by James Davidson
Cover of the book Living Dairy-Free For Dummies by James Davidson
Cover of the book Newsjacking by James Davidson
Cover of the book Liquid Surveillance by James Davidson
Cover of the book Body Language For Dummies by James Davidson
Cover of the book Intellectual Property by James Davidson
Cover of the book The Science of Serendipity by James Davidson
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy