Principles of Econometrics / Edition 1

by Henri Theil

Overview

The complete guide to econometrics and econometric analysis

For students and practitioners of econometrics, Principles of Econometrics provides a complete overview of the subject, serving as both an extensive introduction to the subject and as a reference volume. This comprehensive text delves fully into the empirical determination of economic laws, highlighting the mathematical principles and techniques that economists use to test and determine theories using real-world data. Starting with an overview of economic relations and moving through an array of mathematical and statistical tools, Principles of Economics is a complete resource.

Product Details

ISBN-13:	9780471858454
Publisher:	Wiley
Publication date:	01/16/1991
Edition description:	Revised ed.
Pages:	768
Product dimensions:	6.30(w) x 9.29(h) x 1.58(d)

About the Author

Henri Theil was a Dutch econometrician, Professor at the Netherlands School of Economics in Rotterdam, known for his contributions to the field of econometrics.

Table of Contents

Introduction

Mathematical Tools: Matrix Algebra

Statistical Tools: Inference and Distribution Theory

Least Squares and the Standard Linear Model

Partial and Multiple Correlation

The Statistical Analysis of Disturbances

Generalized Least Squares and Linear Constraints

The combination of Several Linear Relations

Asymptotic Distribution Theory

An Informal Introduction to Simultaneous-equation Models

Statistical Inference in Simultaneous-equation Models

Specification and Aggregation Analysis

Frontiers of Econometrics