Advanced Econometric Methods

Authors: Fomby, Thomas B., Hill, R. Carter, Johnson, Stanley R.

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  • ISBN 978-1-4419-8746-4
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About this Textbook

This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.

Table of contents (25 chapters)

  • Introduction

    Fomby, Thomas B. (et al.)

    Pages 1-4

  • Review of Ordinary Least Squares and Generalized Least Squares

    Fomby, Thomas B. (et al.)

    Pages 7-25

  • Point Estimation and Tests of Hypotheses in Small Samples

    Fomby, Thomas B. (et al.)

    Pages 26-51

  • Large Sample Point Estimation and Tests of Hypotheses

    Fomby, Thomas B. (et al.)

    Pages 52-69

  • Stochastic Regressors

    Fomby, Thomas B. (et al.)

    Pages 70-79

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4419-8746-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-0-387-96868-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Advanced Econometric Methods
Authors
Copyright
1984
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-8746-4
DOI
10.1007/978-1-4419-8746-4
Softcover ISBN
978-0-387-96868-1
Edition Number
1
Number of Pages
XIX, 624
Topics