Econometrics by Fumio Hayashi
English | 19 Nov. 2000 | ISBN: 0691010188 | 798 Pages | EPUB | 13 MB
English | 19 Nov. 2000 | ISBN: 0691010188 | 798 Pages | EPUB | 13 MB
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration.