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Statistical Methods in Econometrics
Ramu Ramanathan
Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.
405 pages, references, exercises, indices
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 7. januarja 1993 |
| ISBN13 | 9780125768306 |
| Založniki | Emerald Publishing Limited |
| Strani | 405 |
| Dimenzije | 239 × 162 × 28 mm · 750 g |
| Jezik | Angleščina |
