Econometrics (Probability & Mathematical Statistics)

By Thomas H. Wonnacott and Ronald J. Wonnacott

Book Overview

Econometrics uses a two-part format designed for an introductory course followed by a more advanced treatment. Part I is a simple presentation of important statistical concepts; difficult interpretations and developments are provided in footnotes, starred sections, and corresponding chapters in Part II, allowing for a good appreciation of main problems without any loss of continuity in presentation. Part II requires calculus, matrix algebra, and vector geometry; chapters correspond to Part I and cover topics in greater depth. This edition now covers Box/Jenkins time series analysis, Almon lags, cross-spectral analysis, treatment of serial correlation in both the error and dependent variable, principle components, and more recent simultaneous equation techniques such as SOIV, LIVE, and FIVE.

• Format: Hardcover
• Language: English
• ISBN: 0471959812
• ISBN13: 9780471959816
• Release Date: November 1979
• Publisher: Wiley
• Length: 580 Pages
• Weight: 2.18 lbs.
• Dimensions: 1.4" x 6.4" x 9.3"