Advanced Econometrics

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  • Advanced Econometrics Book Detail

  • Author : Takeshi Amemiya
  • Release Date : 1985
  • Publisher : Harvard University Press
  • Genre : Business & Economics
  • Pages : 540
  • ISBN 13 : 9780674005600
  • File Size : 18,18 MB

Advanced Econometrics by Takeshi Amemiya PDF Summary

Book Description: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

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