Advanced Econometrics: A Bridge to the Current Literature (Wiley Series in Probability and Statistics)

By Edward Greenberg, Charles E. Webster,Jr., Charles E. Webster Jr.

Bridges the gap between introductory textbooks and current journal articles and is primarily geared for graduate students majoring in econometrics. Provides detailed treatment of topics in current econometric research. Discusses techniques of approximating probability distributions and moments. Presents theoretical aspects of time series analysis and shows connections between times series analysis and standard econometric models. Contains introductory chapters and six appendices on background topics in mathematics and statistics. Includes small sample properties of simultaneous equation estimators, plus detailed proofs of main results.

• Format: Hardcover
• Language: English
• ISBN: 0471090778
• ISBN13: 9780471090779
• Release Date: April 1983
• Publisher: Wiley
• Length: 344 Pages
• Weight: 1.50 lbs.