Primer in econometric theory /
Material type: TextPublication details: London. : MIT Press , 2016.Description: xvii, 430 pages : illustrations ; 24 cmISBN:- 9780262034906 (hardcover : alk. paper)
- 330.015195 STA
Item type | Current library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Book | Arun Jaitley National Institute of Financial Management | 330.015195 STA (Browse shelf(Opens below)) | Checked out | 05/10/2019 | 35372 |
Includes bibliographical references and index.
Background -- Vector spaces -- Linear algebra and matrices -- Foundations of probability -- Modeling dependence -- Asymptotics -- Further topics in probability -- Foundations of statistics -- Estimators -- Properties of estimators -- Confidence intervals and tests -- Econometric models -- Regression -- Ordinary least squares -- Large samples and dependence -- Regularization -- Appendices.
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