Statistical methods in econometrics / Ramu Ramanathan.
Material type: TextPublication details: San Diego ; London : Academic Press, c1993.Description: x, 405 pISBN:- 9780125768306 :
- 0125768303 (acidfree paper)
- 330.015195 RAM
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Long Loan | TUS: Midlands, Main Library Athlone General Lending | 330.015195 RAM (Browse shelf(Opens below)) | 1 | Available | 00211119 |
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330.015195 KOO Analysis of economic data / | 330.015195 MAD Introduction to econometrics / | 330.015195 PIN Econometric models and economic forecasts / | 330.015195 RAM Statistical methods in econometrics / | 330.015195 VER A guide to modern econometrics / | 330.015195 WOO Econometric analysis of cross section and panel data / | 330.015195 WOO Econometric analysis of cross section and panel data / |
Includes bibliographical references (p. 390-395) and indexes.
1.Introduction -- 2.Basic probability -- 3.Random variables and distributions -- 4.Some special distributions -- 5.Multivariate distributions -- Part II.Statistical inference -- 6.Sampling theory -- 7.Asymptotic distribution theory -- 8.Estimation -- 9.Test of hypotheses -- Part III.Econometrics -- 10.Multiple regression -- 11.Functional forms and dummy variables -- 12.Nonspherical disturbances.
Designed for graduate courses in mathematical statistics and econometrics, in which the foundations of probability and statistical theory are developed for application to econometric methodology. Emphasis is placed on estimation and hypothesis testing involving several parameters.