Advanced Econometrics 1st edition by Amemiya, Takeshi () Hardcover on *FREE* shipping on qualifying offers. Takeshi Amemiya is Professor of Economics,. Stanford University, and coeditor of the Journal of Econometrics. Page 3. Page 4. Page 5. Page 6. Page 7. Page 8. Advanced Econometrics, Hardcover by Amemiya, Takeshi, ISBN , ISBN The main features of this text are a thorough treatment .
|Genre:||Health and Food|
|Published (Last):||22 October 2013|
|PDF File Size:||3.36 Mb|
|ePub File Size:||12.64 Mb|
|Price:||Free* [*Free Regsitration Required]|
Advanced Econometrics_Takeshi Amemiya 1985
Read, highlight, and take notes, across web, tablet, and phone. Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians.
econometfics It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Advanced Econometrics by Takeshi Amemiya (1985, Hardcover)
Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities.
Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.
Account Options Sign in. Its main features are a thorough treatment of cross-section models, including qualitative response My library Help Advanced Book Search. Harvard University Press Amazon.
Amemiya T (). Advanced econometrics. Harvard University Press. Cambridge Massachusetts.
Contents Classical Least Squares Theory. Recent Developments in Regression Analysis.
Asymptotic Properties of Extremum Estimators. Generalized Least Squares Theory. Linear Simultaneous Equations Models.
Nonlinear Simultaneous Equations Models. Markov Chain and Duration Models. Useful Theorems in Matrix Analysis.
Advanced Econometrics Takeshi Amemiya Snippet view – Classical Least Squares Theory.