Advanced Econometric Theory

By:

Chipman, John S

Material type: Text

TextSeries: Routledge Advanced Texts in Economics and FinancePublication details: Routledge 2011 OxonDescription: 393pISBN:

9781138705685

Subject(s):

DDC classification:

330.015195 CHI

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	330.015195 CHI (Browse shelf(Opens below))	Available		M0033503

Total holds: 0

1. Multivariate Analysis and the Linear Regression Model
2. Least-Squares and Gauss-Markov Theory
3. Multicollinearity and Reduced-Rank Estimation
4. The treatment of Linear Restrictions
5. Stein Estimation
6. Autocorrelations of Residuals-1
7. Autocorrelations of Residuals-2
8. Simultaneous Equations
9. Solutions to the Exercises

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