Title:
Principles of econometrics.
Author:
Theil, Henri.
General Notes:
Includes bibliographical references (pages 687-715).
Introduction -- Mathematical tools : matrix algebra -- Statistical tools : inference and distribution theory -- Least squares and the standard linear model -- Partial and multiple correlation -- The statistical analysis of disturbances -- Generalized least squares and linear constraints -- The combination of several linear relations -- Asymptotic distribution theory -- An informal introduction to simultaneous-equation models -- Statistical inference in simultaneous-equation models -- Specification and aggregation analysis -- Frontiers of econometrics.
Publisher:
Wiley
Publication Place:
New York,
ISBN:
0471858455
9780471858454
Subject:
Econometrics.
�Econom�etrie.
Econometrics.
Econometrie.
�Okonometrie
Contents:
Introduction -- Mathematical tools : matrix algebra -- Statistical tools : inference and distribution theory -- Least squares and the standard linear model -- Partial and multiple correlation -- The statistical analysis of disturbances -- Generalized least squares and linear constraints -- The combination of several linear relations -- Asymptotic distribution theory -- An informal introduction to simultaneous-equation models -- Statistical inference in simultaneous-equation models -- Specification and aggregation analysis -- Frontiers of econometrics.
Physical Description:
xxxi, 736 pages illustrations
Publication Date:
[1971]
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