LIBROS DEL AUTOR: thomas b fomby

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  • Advanced Econometric Methods
    R. Carter Hill / Stanley R. Johnson / Thomas B. Fomby
    This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book...
    Disponible

    64,60 €

  • Advanced Econometric Methods
    R. Carter Hill / Stanley R. Johnson / Thomas B. Fomby
    1 Introduction.- 2 Review of Ordinary Least Squares and Generalized Least Squares.- 3 Point Estimation and Tests of Hypotheses in Small Samples.- 4 Large Sample Point Estimation and Tests of Hypotheses.- 5 Stochastic Regressors.- 6 Use of Prior Information.- 7 Preliminary Test and Stein-Rule Estimators.- 8 Feasible Generalized Least Squares Estimation.- 9 Heteroscedasticity.- 1...
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    117,36 €