1015915
9780387903170
This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.Dhrymes, Phoebus J. is the author of 'Introductory Econometrics' with ISBN 9780387903170 and ISBN 0387903178.
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