Introductory Econometrics

  • Phoebus Dhrymes

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Phoebus Dhrymes
    Pages 1-36
  3. Phoebus Dhrymes
    Pages 37-113
  4. Phoebus Dhrymes
    Pages 115-228
  5. Phoebus Dhrymes
    Pages 229-291
  6. Phoebus Dhrymes
    Pages 353-414
  7. Phoebus Dhrymes
    Pages 415-476
  8. Phoebus Dhrymes
    Pages 477-526
  9. Phoebus Dhrymes
    Pages 561-611
  10. Back Matter
    Pages 613-626

About this book

Introduction

This 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. 

Keywords

Bayesian cointegration discrete choice econometrics linear regression nonparametric methods time series

Authors and affiliations

  • Phoebus Dhrymes
    • 1
  1. 1.New YorkUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-65916-9
  • Copyright Information Springer International Publishing AG 2017
  • Publisher Name Springer, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-65914-5
  • Online ISBN 978-3-319-65916-9
  • About this book
Industry Sectors
Biotechnology
Consumer Packaged Goods