Statistical methods in econometrics
Auteur :
Ramanathan, Ramu
Éditeur :
Emerald Publishing Limited
ISBN :
9780125768306
Date de publication :
7 janv. 1993
Dimensions :
22,9 x 15,2 x 2,7 cm
Poids :
726 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.