Topics in Advanced Econometrics

Name: Topics in Advanced Econometrics
Brand: Springer-Verlag New York Inc.
SKU: 9780387971780
Price: 40501 HUF
Availability: InStock

Probability Foundations

Szerző: Phoebus J. Dhrymes

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten alacsony példányszámban

Küldés 11-15 napon belül

40 501 Ft

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

Információk a könyvről

Szerző

Phoebus J. Dhrymes

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

1989

oldal

380

EAN

9780387971780

ISBN

9780387971780

Enbook ID

07184307

Kiadó

Springer-Verlag New York Inc.

Súly

782

Méretek

243 x 167 x 29

Teljes leírás

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.

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Topics in Advanced Econometrics

Probability Foundations

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták