000 01696 a2200205 4500
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020 _a9783319659145
040 _cIIT Kanpur
041 _aeng
082 _a339
_bD539i
100 _aDhrymes, Phoebus
245 _aIntroductory econometrics
_cPhoebus Dhrymes; with contributed by John Guerard
260 _bSpringer
_c2017
_aSwitzerland
300 _axv, 626p
520 _aThis book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
650 _aEconometrics
942 _cBK
999 _c558411
_d558411