Topics in Advanced Econometrics

Name: Topics in Advanced Econometrics
Brand: Springer-Verlag New York Inc.
SKU: 9781461288732
Price: 105.19 EUR
Availability: InStock

Probability Foundations

Автор: Phoebus J. Dhrymes

Език:

Корици: С меки корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад

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For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher...

Информация за книгата

Автор

Phoebus J. Dhrymes

Език

Английски език

Корици

Книга - С меки корици

Издадена

2011

страници

380

EAN

9781461288732

ISBN

1461288738

Enbook ID

06795902

Издател

Springer-Verlag New York Inc.

Теглоt

598

Размери

155 x 235 x 22

Пълно описание

For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.

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Topics in Advanced Econometrics

Probability Foundations

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