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 |
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.