Advanced Econometric Theory

by John Somerset Chipman

When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.

Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity...

• Format: Hardcover
• Language: English
• ISBN: 041532629X
• ISBN13: 9780415326292
• Release Date: April 2011
• Publisher: Routledge
• Length: 394 Pages
• Weight: 1.64 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"