{"product_id":"an-introduction-to-econometric-theory-by-james-davidson-9781119484882","title":"An Introduction to Econometric Theory","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003e\u003cstrong\u003eA GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLYING ECONOMETRIC METHODS\u003c\/strong\u003e\u003c\/p\u003e\n\n\u003cp\u003e\u003cem\u003eAn Introduction to Econometric Theory\u003c\/em\u003e 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.\u003c\/p\u003e\n\n\u003cp\u003eThe 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:\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003ePresents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance\u003c\/li\u003e\n    \u003cli\u003eOffers proven classroom-tested material\u003c\/li\u003e\n    \u003cli\u003eContains sets of exercises that accompany each chapter\u003c\/li\u003e\n    \u003cli\u003eIncludes a companion website that hosts additional materials, a solution manual and lecture slides\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003eWritten for undergraduates and graduate students of economics, statistics or finance, \u003cem\u003eAn Introduction to Econometric Theory\u003c\/em\u003e is an essential beginner's guide to the underpinnings of econometrics.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Unknown","offers":[{"title":"Default Title","offer_id":47470047330540,"sku":"9781119484882","price":166.99,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9781119484882-an-introduction-to-econometric-theory.jpg?v=1775209303","url":"https:\/\/bookhero.co.nz\/products\/an-introduction-to-econometric-theory-by-james-davidson-9781119484882","provider":"Book Hero","version":"1.0","type":"link"}