Econometrics
Publisher: Princeton University Press
Published: December 15, 2000
Language: eng
Format: Hardcover
Number of pages: 452
ISBN-13: 9780691010182
Subjects: Econometrics; Business & Economics; Business / Economics / Finance; Business/Economics; Business & Economics / Econometrics; Economics; Finance; Mathematics
Description: "Hayashi's Econometrics 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. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."--BOOK JACKET.