Topics in Advanced Econometrics: Probability Foundations
Phoebus J. Dhrymes
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Description for Topics in Advanced Econometrics: Probability Foundations
Hardcover. Num Pages: 380 pages, biography. BIC Classification: KCH. Category: (G) General (US: Trade); (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 22. Weight in Grams: 1610.
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems ... Read more
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems ... Read more
Product Details
Format
Hardback
Publication date
1989
Publisher
Springer
Condition
New
Number of Pages
380
Place of Publication
New York, NY, United States
ISBN
9780387971780
SKU
V9780387971780
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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