Advanced Econometric Theory

Informationen zum Autor John S. Chipman is Regents' Professor of Economics Emeritus at the University of Minnesota. He taught in the areas of Econometrics, International Trade, and Welfare Economics. His is currently involved in theoretical and econometric research into international trade and the history of utility theory. He has published a number of key journal articles and his paper - Homothetic Preferences and Aggregation - is one of the most significant papers in economic theory ever published. Klappentext When learning econometrics, what better way than to be taught by one of its masters? In this significant new volume, John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Zusammenfassung When learning econometrics, what better way than to be taught by one of its masters? In this significant new volume, John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Inhaltsverzeichnis Preface 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

Product details

• Authors: J. Chipman, John Chipman, John (University of Minnesota Chipman, John S. Chipman
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 21.04.2011
• EAN: 9780415326308
• ISBN: 978-0-415-32630-8
• No. of pages: 394
• Series: Routledge Advanced Texts in Economics and Finance; Routledge Advanced Texts in Economics and Finance
• Subjects: Social sciences, law, business > Business > Economics; Business & Economics / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Economics / Theory, MATHEMATICS / General, Economic theory & philosophy, Econometrics, Economic theory and philosophy, Econometrics and economic statistics