
This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well...


This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well...

Provides a rigorous introduction to the principles of econometrics Updated to reflect advancements in the field, including time series analysis, covariance, and nonparametric methods Contains reworked end-of-chapter exercises

Provides a rigorous introduction to the principles of econometrics Updated to reflect advancements in the field, including time series analysis, covariance, and nonparametric methods Contains reworked end-of-chapter exercises