Statistical Methods in Econometrics

By Ramu Ramanathan and Dr 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.

• Format: Hardcover
• Language: English
• ISBN: 0125768303
• ISBN13: 9780125768306
• Release Date: January 1993
• Publisher: Academic Press
• Length: 416 Pages
• Weight: 1.55 lbs.
• Dimensions: 1.2" x 6.1" x 9.0"