# An introduction to econometric theory

##### By: Davidson, James.

Publisher: Hoboken John Wiley & Sons 2018Description: xv, 239p.ISBN: 9781119484882.Subject(s): EconometricsDDC classification: 330.015195 | D281i Summary: 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 econometricsItem type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Books | P K Kelkar Library, IIT Kanpur | General Stacks | 330.015195 D281i (Browse shelf) | Available | A184192 |

##### Browsing P K Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser

330.015195 B637m Model building in economics | 330.015195 C444a Advanced econometric theory | 330.015195 D281E ESTIMATION AND INFERENCE IN ECONOMETRICS | 330.015195 D281i An introduction to econometric theory | 330.015195 D284E ECONOMETRIC THEORY AND METHODS | 330.015195 D391L LOGIT MODELING | 330.015195 D539M3 MATHEMATICS FOR ECONOMETRICS |

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

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