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