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Econometrics statistical foundations and applications

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Nội dung chi tiết: Econometrics statistical foundations and applications

Econometrics statistical foundations and applications

ECONOMETRICSeconomicsECONOMETRICSSTATISTICAL FOUNDATIONS AND APPLICATIONSPHOEBUS J. DHRYMESProfessor of EconomicsColumbia UniversitySpringer-Verlag Ne

Econometrics statistical foundations and applicationsew York Heidelberg Berlin 1974Library of Congress Cataloging in Publication DataDhrymes, Phoebus J 1932-Econometrics: statistical foundations and appl

ications.Corrected reprint of the 1970 ed. published by Harper & Row, New York.1. Econometrics. I. Title.[HB139.D48 1974133O’.O1’874-10898Second print Econometrics statistical foundations and applications

ing: July, 1974.First published 1970, by Harper & Row, Publishers, Inc.STucyDesign: Peter Klemke, Berlin.AU rights reserved.No part of this book may b

Econometrics statistical foundations and applications

e translated or reproduced in any form without written permission from Springer-Verlag.(c) 1970 by Phoebus J. Dhrymes and 1974 by Springer-Verlag New

ECONOMETRICSeconomicsECONOMETRICSSTATISTICAL FOUNDATIONS AND APPLICATIONSPHOEBUS J. DHRYMESProfessor of EconomicsColumbia UniversitySpringer-Verlag Ne

Econometrics statistical foundations and applicationsedition by Springer-Verlag and the earlier one by Harper & Row lies in the elimination of the inordinately high number of misprints found in the latte

r. A few minor errors of exposition have also been eliminated. The material, however, is essentially similar to that found in the earlier version.I wi Econometrics statistical foundations and applications

sh to take this opportunity to express my thanks to all those who pointed out misprints to me and especially to H. Tsurumi, Warren Dent and J. D. Khaz

Econometrics statistical foundations and applications

zoom.New YorkPhoebus J. DhrymesFebruary, 1974VPREFACE TO FIRST PRINTINGhis book was written, primarily, for the graduate student in econometrics. Its

ECONOMETRICSeconomicsECONOMETRICSSTATISTICAL FOUNDATIONS AND APPLICATIONSPHOEBUS J. DHRYMESProfessor of EconomicsColumbia UniversitySpringer-Verlag Ne

Econometrics statistical foundations and applicationslikely to encounter in an introductory mathematical statistics course. It does not aim at teaching how one can do successful original empirical resear

ch. Unfortunately, no one has yet discovered how to communicate this skill impersonally. Practicing econometricians may also find the integrated prese Econometrics statistical foundations and applications

ntation of simultaneous equations estimation theory and spectral analysis a convenient reference.I have tried, as far as possible, to begin the discus

Econometrics statistical foundations and applications

sion of the various topics from an elementary stage so that little prior knowledge of the subject will be necessitated. It is assumed that the potenti

ECONOMETRICSeconomicsECONOMETRICSSTATISTICAL FOUNDATIONS AND APPLICATIONSPHOEBUS J. DHRYMESProfessor of EconomicsColumbia UniversitySpringer-Verlag Ne

Econometrics statistical foundations and applicationsistical competence, approximately at the level of a first-year course in elementary mathematical statistics is also assumed on the part of the reader.

ECONOMETRICSeconomicsECONOMETRICSSTATISTICAL FOUNDATIONS AND APPLICATIONSPHOEBUS J. DHRYMESProfessor of EconomicsColumbia UniversitySpringer-Verlag Ne

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