An Introduction to Econometric Theory

Name: An Introduction to Econometric Theory
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SKU: 9781119484882
Price: 166.99 NZD
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By James Davidson

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Summary

An Introduction to Econometric Theory serves as a comprehensive guide to the mathematical foundations behind econometric methods, with clear explanations of concepts such as matrix algebra, distribution theory, and the general linear model. The book avoids technical jargon and formal theorem numbering, focusing instead on accessible language and thorough explanations of key topics like regression, statistical inference, and maximum likelihood estimation. Each chapter includes exercises designed to reinforce understanding, making it an ideal resource for students.
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Format: Hardback

$166⁹⁹

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An Introduction to Econometric Theory

$166⁹⁹

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Written primarily for undergraduate and graduate students of economics, statistics, or finance, this text is well-suited for those seeking a solid grounding in econometric theory. It is particularly useful for learners who appreciate clear, informal explanations and practical exercises that support classroom learning.

Description

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLYING ECONOMETRIC METHODS

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance
Offers proven classroom-tested material
Contains sets of exercises that accompany each chapter
Includes a companion website that hosts additional materials, a solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

Book Details

INFORMATION

ISBN: 9781119484882

Publisher: John Wiley & Sons Inc

Format: Hardback

Date Published: 05 October 2018

Country: United States

Imprint: John Wiley & Sons Inc

Audience: Tertiary education

DIMENSIONS

Spine width: 18.0mm

Width: 173.0mm

Height: 246.0mm

Weight: 544g

Pages: 256

Collections

Education & Reference Finance & Economics Finance & Investment James Davidson Non-Fiction Science & Nature

About the Author

JAMES DAVIDSON is Professor of Econometrics at the University of Exeter. He has also held teaching posts at the University of Warwick, the London School of Economics, the University of Wales Aberystwyth and Cardiff University, as well as visiting positions at the University of California, Berkeley, the University of California, San Diego, and Central European University, Budapest.