Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Good. Statistical Methods in Econometrics is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accordingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail. The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix. Numerous examples, exercises, and practice problems are also included. It covers both multivariate analysis and matrix algebra. It focuses on newer tests of hypotheses such as the Lagrange multiplier test. It discusses characteristic functions in depth. This material has evolved during 15 years of classroom instruction. Artikel-Nr. 00105730959
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Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Hardcover. Zustand: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Artikel-Nr. G0125768303I5N00
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Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780125768306. Artikel-Nr. 9773335
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Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: New. pp. 405 Illus. Artikel-Nr. 4276680
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Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In English. Artikel-Nr. ria9780125768306_new
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Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 405 pages. 9.50x6.50x0.75 inches. In Stock. Artikel-Nr. x-0125768303
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