The Theory and Practice of Econometrics

by H. Lutkepohl, William E. Griffiths, R. Carter Hill, et al.

Book Overview

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

• Format: Hardcover
• Language: English
• ISBN: 0471059382
• ISBN13: 9780471059387
• Release Date: January 1980
• Publisher: John Wiley & Sons
• Length: 793 Pages
• Weight: 1.20 lbs.