TY  - BOOK
AU  - Chipman,John Somerset
TI  - Advanced econometric theory
T2  - Routledge advanced texts in economics and finance
SN  - 9780203180754 (e-book : PDF)
PY  - 2011///
CY  - Abingdon, Oxon
PB  - Routledge
KW  - Econometrics
KW  - Electronic books
KW  - lcsh
N1  - 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
UR  - http://www.tandfebooks.com/isbn/9780203180754
ER  -