A PRIMER IN ECONOMETRIC THEORY by John Stachurski ( 9780262034906 )

Item Details

Title:

A PRIMER IN ECONOMETRIC THEORY

By:

John Stachurski

Format:

Hardback

List price:

£57.00

Our price:

£45.60

Discount:

20% off

You save:

£11.40

ISBN 10:

0262034905

ISBN 13:

9780262034906

Availability:

Usually dispatched within 3-5 days.

Delivery rates

Stock:

Currently 5 available

Publisher:

MIT PRESS LTD

Pub. date:

5 August, 2016

Series:

A Primer in Econometric Theory

Pages:

448

Synopsis:

This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study.One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.

Reader Age:

From 18 years

Illustrations:

103 color illus.

Publication:

Imprint:

MIT Press

Returns:

Returnable

Some other items by this author:

ECONOMIC DYNAMICS (HB)

ECONOMIC DYNAMICS, SECOND EDITION