Advanced Econometric Theory - 9780415326308

Taylor & Francis

Advanced Econometric TheoryAuthor(s): John Chipman\nFormat: Paperback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Routledge\nISBN-13: 9780415326308, 978-0415326308\nSynopsis\nWhen learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.\n\nStarting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics.\n\nDespite the frequent complexity of the subject matter, Chipman's clear explanati.