Introduction to the Foundations of Econometrics

This book is intended for a rigorous introductory Ph.D. level course in econometrics, or for use in a field course in econometric theory. It is based on lecture notes that I have developed during the period 1997-2003 for the first semester econometrics course “Introduction to Econometrics” in the...

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Tác giả chính: Bierens, Herman J.
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Pearson Sams Publishing 2012
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Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30538
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spelling oai:scholar.dlu.edu.vn:DLU123456789-305382012-04-30T22:35:48Z Introduction to the Foundations of Econometrics Bierens, Herman J. Econometrics This book is intended for a rigorous introductory Ph.D. level course in econometrics, or for use in a field course in econometric theory. It is based on lecture notes that I have developed during the period 1997-2003 for the first semester econometrics course “Introduction to Econometrics” in the core of the Ph.D. program in economics at the Pennsylvania State University. Initially these lecture notes were written as a companion to Gallant’s (1997) textbook, but have been developed gradually into an alternative textbook. Therefore, the topics that are covered in this book encompass those in Gallant’s book, but in much more depth. Moreover, in order to make the book also suitable for a field course in econometric theory I have included various advanced topics as well. I used to teach this advanced material in the econometrics field at the Free University of Amsterdam and Southern Methodist University, on the basis of the draft of my previous textbook, Bierens (1994). 2012-04-26T02:54:05Z 2012-04-26T02:54:05Z 2003 Book https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30538 en application/pdf Pearson Sams Publishing
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
topic Econometrics
spellingShingle Econometrics
Bierens, Herman J.
Introduction to the Foundations of Econometrics
description This book is intended for a rigorous introductory Ph.D. level course in econometrics, or for use in a field course in econometric theory. It is based on lecture notes that I have developed during the period 1997-2003 for the first semester econometrics course “Introduction to Econometrics” in the core of the Ph.D. program in economics at the Pennsylvania State University. Initially these lecture notes were written as a companion to Gallant’s (1997) textbook, but have been developed gradually into an alternative textbook. Therefore, the topics that are covered in this book encompass those in Gallant’s book, but in much more depth. Moreover, in order to make the book also suitable for a field course in econometric theory I have included various advanced topics as well. I used to teach this advanced material in the econometrics field at the Free University of Amsterdam and Southern Methodist University, on the basis of the draft of my previous textbook, Bierens (1994).
format Book
author Bierens, Herman J.
author_facet Bierens, Herman J.
author_sort Bierens, Herman J.
title Introduction to the Foundations of Econometrics
title_short Introduction to the Foundations of Econometrics
title_full Introduction to the Foundations of Econometrics
title_fullStr Introduction to the Foundations of Econometrics
title_full_unstemmed Introduction to the Foundations of Econometrics
title_sort introduction to the foundations of econometrics
publisher Pearson Sams Publishing
publishDate 2012
url https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30538
_version_ 1819771902405640192