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Econometrics: statistical foundations and applications

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Cover of 'Econometrics: statistical foundations and applications'

Table of Contents

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    Book Overview
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    Chapter 1 Elementary Aspects of Multivariate Analysis
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    Chapter 2 Applications of Multivariate Analysis
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    Chapter 3 Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators
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    Chapter 4 Estimation of Simultaneous Equations Systems
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    Chapter 5 Applications of Classical and Simultaneous Equations Techniques and Related Problems
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    Chapter 6 Alternative Estimation Methods; Recursive Systems
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    Chapter 7 Maximum Likelihood Methods
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    Chapter 8 Relations Among Estimations; Monte Carlo Methods
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    Chapter 9 Spectral Analysis
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    Chapter 10 Cross-Spectral Analysis
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    Chapter 11 Approximate Sampling Distributions And Other Statistical Aspects Of Spectral Analysis
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    Chapter 12 Applications Of Spectral Analysis To Simultaneous Equations Systems
Attention for Chapter 3: Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators
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