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Advanced econometric theory [electronic resource] / John S. Chipman.

By: Material type: TextTextSeries: Routledge advanced texts in economics and finance ; 14.Publication details: Abingdon, Oxon : Routledge, 2011.Description: xiv, 393 p. : illISBN:
  • 9780203180754 (e-book : PDF)
Subject(s): Genre/Form: Additional physical formats: No titleOnline resources: Also available in print edition.
Contents:
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. Autocorrelation of residuals : 1 -- 7. Autocorrelation of residuals : 2 -- 8. Simultaneous-equations estimation -- 9. Solutions to the exercises.
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Includes bibliographical references (p. [357]-383) and index.

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. Autocorrelation of residuals : 1 -- 7. Autocorrelation of residuals : 2 -- 8. Simultaneous-equations estimation -- 9. Solutions to the exercises.

Also available in print edition.

Mode of access: World Wide Web.

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