Advanced Econometric Theory
Chipman, John S.
Advanced Econometric Theory - Oxon Routledge 2011 - 393p - Routledge Advanced Texts in Economics and Finance .
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
9781138705685
Econometrics
Regression Analysis
330.015195 / CHI
Advanced Econometric Theory - Oxon Routledge 2011 - 393p - Routledge Advanced Texts in Economics and Finance .
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
9781138705685
Econometrics
Regression Analysis
330.015195 / CHI