Электронная книга: James Davidson «An Introduction to Econometric Theory»

An Introduction to Econometric Theory

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 andF 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.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9781119484936

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James Davidson

James Davidson may refer to:

  • James Davidson (Canadian politician) (1856–1913), mayor of Ottawa in 1901
  • James Davidson (Kentucky) (?–1860), Kentucky pioneer and politician
  • James Davidson (UK politician) (born 1927), Member of the Parliament of the United Kingdom
  • James Dale Davidson, founder of the National Taxpayers Union in the United States
  • James Duncan Davidson (born 1970), American software engineer
  • James O. Davidson (1854–1922), governor of the U.S. state of Wisconsin, 1906–1911
  • James Davidson (ornithologist) (1849–1925), ornithologist in India
  • James H. Davidson (1858–1918), U.S. representative from Wisconsin
  • James Alfred Davidson (1922–2004), British naval commander and diplomat
  • James Davidson (rugby) (1868–1945), English rugby union international
  • James Ironside Davidson (1818–1902), Scottish-born farmer and political figure in Ontario, Canada
  • James W. Davidson (1872–1933), explorer, writer, United States diplomat, businessman and philanthropist
  • James Wood Davidson (1829–1905), United States author
  • J. Norman Davidson (1911–1972), Scottish biochemist, molecular biologist and textbook author
  • James Davidson Geddes, politician
  • Jimmy Davidson (footballer born 1873), Scottish association football player
  • Jimmy Davidson (footballer born 1925), Scottish international footballer

See also

  • Jim Davidson (disambiguation)
  • James Davison (born 1986), race car driver

Источник: James Davidson

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