An introduction to econometric theory (Record no. 560007)

000 -LEADER
fixed length control field 02257 a2200193 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190116163901.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190116b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781119484882
040 ## - CATALOGING SOURCE
Transcribing agency IIT Kanpur
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Item number D281i
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Davidson, James
245 ## - TITLE STATEMENT
Title An introduction to econometric theory
Statement of responsibility, etc James Davidson.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Hoboken
Name of publisher John Wiley & Sons
Year of publication 2018
300 ## - PHYSICAL DESCRIPTION
Number of Pages xv, 239p
520 ## - SUMMARY, ETC.
Summary, etc 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
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Econometrics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Source of acquisition Cost, normal purchase price Full call number Accession Number Cost, replacement price Koha item type
        General Stacks P K Kelkar Library, IIT Kanpur P K Kelkar Library, IIT Kanpur 2019-01-08 2 4724.64 330.015195 D281i A184192 5905.80 Books

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