Wiley.com
Print this page Share

Econometric Theory

ISBN: 978-0-631-21584-4
Paperback
528 pages
April 2000, Wiley-Blackwell
List Price: US $88.95
Government Price: US $52.44
Enter Quantity:   Buy
Econometric Theory (0631215840) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

Figures.

Symbols and Abbreviations.

Preface.

Part I: Basic Regression Theory.

1. The Linear Regression Model.

2. Statistical Analysis of the Regression Model.

3. Asymptotic Analysis of the Regression Model.

Part II: Dynamic Regression Theory.

4. Modelling Economic Time Series.

5. Principles of Dynamic Modelling.

6. Asymptotics for Dynamic Models.

7. Estimation and Testing.

8. Simultaneous Equations.

Part III: Advanced Estimation Theory.

9. Optimization Estimators I: Theory.

10. Optimization Estimators II: Examples.

11. The Method of Maximum Likelihood.

12. Testing Hypotheses.

13. System Estimation.

Part IV: Cointegration Theory.

14. Unit Roots.

15. Cointegrating Regression.

16. Cointegrated Systems.

Part V: Technical Appendices.

A. Matrix Algebra Basics.

B. Probability and Distribution Theory.

C. The Gaussian Distribution and Its Relatives.

References.

Author Index.

Subject Index.

Back to Top