Capa

Statistical Methods in Econometrics

EMERALD PUBLISHING
01 / 1993
9780125768306
978-01-2576-830-6
Inglês
Ingles

Sinopse

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.