Description

Book Synopsis
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.

Table of Contents
Probability Theory: Introduction. Basic Probability. Random Variables and Distributions. Some Special Distributions. Multivariate Distributions. Statistical Inference: Sampling Theory. Asymptotic Distribution Theory. Estimation. Tests of Hypothesis. Econometrics: Multiple Regression. Functional Forms and Dummy Variables. Nonspherical Disturbances. Appendixes. References. Author Index. Subject Index.

Statistical Methods in Econometrics

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A Hardback by Ramu Ramanathan

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    View other formats and editions of Statistical Methods in Econometrics by Ramu Ramanathan

    Publisher: Emerald Publishing Limited
    Publication Date: 07/01/1993
    ISBN13: 9780125768306, 978-0125768306
    ISBN10: 0125768303
    Also in:
    Econometrics and economic statistics

    Description

    Book Synopsis
    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.

    Table of Contents
    Probability Theory: Introduction. Basic Probability. Random Variables and Distributions. Some Special Distributions. Multivariate Distributions. Statistical Inference: Sampling Theory. Asymptotic Distribution Theory. Estimation. Tests of Hypothesis. Econometrics: Multiple Regression. Functional Forms and Dummy Variables. Nonspherical Disturbances. Appendixes. References. Author Index. Subject Index.

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