Econometrics

Author/creator Peracchi, Franco Author
Format Electronic
Publication InfoWiley [Imprint] Hoboken : John Wiley & Sons, Incorporated
Description702 p. ill 24.800 x 017.450 cm.
Supplemental ContentFull text available from eBooks on EBSCOhost
Subjects

Summary Annotation In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduates and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.<br />Key features include:<br />* A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle<br />* An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator<br />* Detailed discussion of nonparametric methods for estimating density and regression of functions<br />* Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis<br />* An introduction to linear exponential family and generalized linear models<br />* A thorough discussion of robustness in statistical sense
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 00043915
ISBN9780471987642
ISBN0471987646 (Trade Cloth) Active Record
Standard identifier# 9780471987642
Stock number00028608

Availability

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Electronic Resources Access Content Online ✔ Available