Mendeley出力
＜図書＞
Econometric theory
| 責任表示 | James Davidson |
|---|---|
| データ種別 | 図書 |
| 出版情報 | Oxford : Blackwell Publishers , 2000 |
| 本文言語 | 英語 |
| 大きさ | xxv, 499 p. : ill. ; 25 cm |
| 概要 | Econometric Theory presents a modern approach to the theory of econometric estimation and inference, with particular applications to time series. An ideal reference for practitioners and researchers,...the book is also suited for advanced two-semester econometrics courses and one-semester regression courses.Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.For more details please visit http: //www.cf.ac.uk/uwcc/carbs/davidsonje/ecth.html Econometric Theory presents a modern approach to the theory of econometric estimation and inference, with particular applications to time series. An ideal reference for practitioners and researchers, the book is also suited for advanced two-semester econometrics courses and one-semester regression courses.Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.For more details please visit http: //www.cf.ac.uk/uwcc/carbs/davidsonje/ecth.html 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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: pb | 中央図 3B | 331.19/D 46/20010694 | 2001 |
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017212001006943 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [469]-485) and indexes |
|---|---|
| 著者標目 | *Davidson, James |
| 件 名 | LCSH:Econometrics LCSH:Regression analysis |
| 分 類 | LCC:HB139 DC21:330/.01/5195 |
| 書誌ID | 1000834742 |
| ISBN | 0631178376 |
| NCID | BA44681725 |
| 巻冊次 | : hb ; ISBN:0631178376 : pb ; ISBN:0631215840 |
| 登録日 | 2009.09.15 |
| 更新日 | 2009.09.15 |