Last edited by Shakar
Wednesday, August 12, 2020 | History

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

Foundations of modern econometrics

Foundations of modern econometrics

the selected essays of Ragnar Frisch

  • 86 Want to read
  • 17 Currently reading

Published by Edward Elgar in Aldershot, UK, Brookfield, Vt., US .
Written in English

    Subjects:
  • Econometrics.

  • Edition Notes

    Includes bibliographical references and index.

    Statementedited by Olav Bjerkholt.
    SeriesEconomists of the twentieth century
    ContributionsFrisch, Ragnar, 1895-1973., Bjerkholt, Olav, 1942-
    Classifications
    LC ClassificationsHB139 .F677 1995
    The Physical Object
    Pagination2 v. :
    ID Numbers
    Open LibraryOL784255M
    ISBN 101852788402
    LC Control Number95016389

    Introduction to the Mathematical and Statistical Foundations of Econometrics by Bierens, Herman J. and a great selection of related books, art and collectibles available now at - Introduction to the Mathematical and Statistical Foundations of Econometrics Themes in Modern Econometrics by Bierens, Herman J - AbeBooks. Introduction to the Mathematical and Statistical Buy Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics) by Herman J. Bierens (ISBN: ) from Introduction To The Mathematical And Statistical Book information and reviews for ISBN,Introduction To The Mathematical.

    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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