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An Introduction to Econometric Theory
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Description
In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value.
A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.
Product details
Edition:
1
Number of Pages:
214
Release Date:
1997-07-07
Publication Date:
1997-07-27
Publisher:
Princeton University Press
Languages:
Original:
English
ISBN10:
0691016453
ISBN13:
9780691016450
GPSR Manufacturer Reference:
Weight:
490 g
Height:
161 cm
Width:
240 cm
Thickness:
16 cm
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