Econometrics Statistical Foundations and Applications

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Econometrics: Statistical Foundations and Applications by Phoebus J. Dhrymes
English | PDF | 1974 | 605 Pages | ISBN : 0387900950 | 101.4 MB
T his book was written, primarily, for the graduate student in econo- metrics. Its purpose is to provide a reasonably complete and rigorous exposition of the techniques frequently employed in econometric research, beyond what one is likely to encounter in an introductory mathematical statistics course. It does not aim at teaching how one can do successful original empirical research. Unfortunately, no one has yet discovered how to communicate this skill impersonally. Practicing econometricians may also find the integrated presentation of simultaneous equations estimation theory and spectral analysis a convenient reference.

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