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This broadly based textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, ...Show synopsisThis broadly based textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. It includes an extensive reference list for each topic.Hide synopsis
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It is a classical text of econometrics focusing upon theoretical aspects of econometric modelling (methods, estimators and their properties) that are useful in practical econometrics. Having written that, it is not a book on applied econometrics and thus applications are not included in the book. The ...
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