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Statistical methods of econometrics by Edmond Malinvaud

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Published by North-Holland Pub. Co., American Elsevier Pub. Co. : sole distributors for the U.S.A. Elsevier North-Holland in Amsterdam, New York .
Written in English

Subjects:

  • Econometrics.

Book details:

Edition Notes

StatementE. Malinvaud ; translation by A. Silvey.
SeriesStudies in mathematical and managerial economics ;, v. 6
Classifications
LC ClassificationsHB139 .M3813 1980
The Physical Object
Paginationxvi, 769 p. :
Number of Pages769
ID Numbers
Open LibraryOL4097000M
ISBN 100444854738
LC Control Number80011268

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You can use the statistical tools of econometrics along with economic theory to test hypotheses of economic theories, explain economic phenomena, and derive precise quantitative estimates of the relationship between economic variables. To accurately perform these tasks, you need econometric model-building skills, quality data, and appropriate estimation strategies. And both economic and. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. This course is divided into two sections, Part I and Part II.  Part I provides an introduction to statistical theory and can be found by visiting Fall  Part II, found here, prepares students for the remainder of the econometrics sequence. The emphasis of the course is to understand the basic principles of statistical theory. A brief review of probability will be given. ECONOMETRICS BRUCE E. HANSEN ©, University of Wisconsin Department of Economics This Revision: Novem Comments Welcome 1This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.