Econometrics
Author | : P. J. Dhrymes |
Publisher | : Springer |
Total Pages | : 622 |
Release | : 1970 |
ISBN-10 | : UCSC:32106009086023 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Econometrics written by P. J. Dhrymes and published by Springer. This book was released on 1970 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Elementary aspects of multivariate analysis; Applications of multivariate analysis; Probability limits, asymptotic distributions, and properties of maximum likelihood estimators; Estimation of simultaneous equations systems; Applications of classical and simultaneous equations techniques and related problems; Alternative estimation methods: recursive systems; Maximum likelihood methods; Relations among estimators: Monte Carlo methods; Spectral analysis; Cross-spectral analysis; Approximate sampling distributions and other statistical aspects of spectral analysis; Applications of spectral analysis to simultaneous equations systems.