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Developing Econometrics
ISBN: 978-1-119-96090-4
November 2011
480 pages
This book provides an integrated presentation of statistical theory, methods and computation algorithm, enabling the researcher to make suitable modifications and improvements to suit his or her purpose. A variety of illustrative models, and model selection and estimation methods offer a wide menu from which the reader can select the most appropriate and best-fitting model in any practical situation.
The topics covered look at how to choose independent variables, the functional forms in which they should appear, the choice between alternate models, best estimation of parameters, and testing of statistical hypotheses. The problem and data setting considered are time series, cross-section, time-series of cross-sections, multivariate and univariate models, single equation and system of equations models, models with unobservable variables, models with limited dependent variables, and models with mixtures of statistical distributions.
This book:
The book is useful for graduate students in economics and business, and for researchers and consultants involved in business analytics.
The research work of this book was supported by National Science Foundation of China.