Econometric Foundations Pack with CD-ROM

Econometric Foundations Pack with CD-ROM

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This integrated textbook and CD-ROM develop step by step a modern approach to econometric problems. Aimed at upper-level undergraduates, graduate students, and professionals, they describe the principles and procedures for processing and recovering information from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. The text provides a complete working knowledge of a rich set of estimation and inference tools for mastery of such data, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The CD-ROM contains reviews of probability theory and principles of classical estimation and inference in text-searchable electronic documents, a review ofhandling ill-posed inverse problems, an interactive Matrix Review Manual with Gauss software, an electronic Examples Manual, and solutions to the questions and problems in the text. An electronic tutorial is available separately.If the applied econometrician is fortunate, the resulting econometric model may be consistent with a probability model that already exists in ... In this case the applied econometrician will use established statistical procedures to address research questions. ... estimation and hypothesis-testing procedures and then carrying through the estimation and inference stages needed to answer research questions.

Title:Econometric Foundations Pack with CD-ROM
Author:Ron C. Mittelhammer, George G. Judge, Douglas J. Miller
Publisher:Cambridge University Press - 2000-07-28


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