3 edition of **Foundations of modern econometrics** found in the catalog.

Foundations of modern econometrics

- 86 Want to read
- 17 Currently reading

Published
**1995**
by Edward Elgar in Aldershot, UK, Brookfield, Vt., US
.

Written in English

- Econometrics.

**Edition Notes**

Includes bibliographical references and index.

Statement | edited by Olav Bjerkholt. |

Series | Economists of the twentieth century |

Contributions | Frisch, Ragnar, 1895-1973., Bjerkholt, Olav, 1942- |

Classifications | |
---|---|

LC Classifications | HB139 .F677 1995 |

The Physical Object | |

Pagination | 2 v. : |

ID Numbers | |

Open Library | OL784255M |

ISBN 10 | 1852788402 |

LC Control Number | 95016389 |

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This book focuses on the statistical and theoretical background, as well as optimality properties of econometric procedures (almost exclusively in the context of linear regres-sion models). I have used it as a second year text for several years. Typical ﬁrst-year econometrics sequences need minor tailoring to provide an adequate background; some. Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical book on this subject.

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability. A Primer in Econometric Theory presents key foundations and supplements them with good examples. It vividly shows the benefits given to us by decades of technical progress in econometrics and computational methods. Stachurski’s writing style presents technical arguments in attractive and accessible ways. Thomas J. Sargent New York University.

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