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​.01​5195 / CHI
© 2025 by NIMA Knowledge Centre, Ahmedabad.
Koha version 24.05