000			03038cam a2200385 i 4500
005			20221101223351.0
008			850129s1985 mau b 001 0 eng d
010			_a 85000845
011			_aBIB MATCHES WORLDCAT
020			_a0674005600 _qalk. paper
020			_a9780674005600 _qalk. paper
035			_a(ATU)b14253616
035			_a(OCoLC)11728277
040			_aDLC _beng _erda _cDLC _dBAKER _dNLGGC _dLVB _dYDXCP _dCRU _dBDX _dGBVCP _dOCLCO _dOCLCF _dBEDGE _dOCLCQ _dATU
050	1	4	_aHB139 _b.A5 1985
082	0		_a330.028 _219
100	1		_aAmemiya, Takeshi, _eauthor. _91037537
245	1	0	_aAdvanced econometrics / _cTakeshi Amemiya.
264		1	_aCambridge, Mass. : _bHarvard University Press, _c[1985]
264		4	_c©1985
300			_avi, 521 pages : _billustrations ; _c25 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and index.
505	0	0	_g1. _tClassical Least Squares Theory -- _g2. _tRecent Developments in Regression Analysis -- _g3. _tLarge Sample Theory -- _g4. _tAsymptotic Properties of Extremum Estimators -- _g5. _tTime Series Analysis -- _g6. _tGeneralized Least Squares Theory -- _g7. _tLinear Simultaneous Equations Models -- _g8. _tNonlinear Simultaneous Equations Models -- _g9. _tQualitative Response Models -- _g10. _tTobit Models -- _g11. _tMarkov Chain and Duration Models -- _gAppendix 1. _tUseful Theorems in Matrix Analysis -- _gAppendix 2. _tDistribution Theory.
520			_a"Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points."--Publisher's website.
588			_aMachine converted from AACR2 source record.
650		0	_aEconometrics. _9345416
776	0	8	_iOnline version: _aAmemiya, Takeshi. _tAdvanced econometrics. _dCambridge, Mass. : Harvard University Press, 1985 _w(OCoLC)647684389
907			_a.b14253616 _b11-07-17 _c28-10-15
942			_cB
945			_a330.028 AME _g1 _iA556008B _j0 _lcmain _o- _p$125.75 _q- _r- _s- _t0 _u0 _v0 _w0 _x0 _y.i13450670 _z29-10-15
998			_ab _ac _b07-04-16 _cm _da _feng _gmau _h0
999			_c1289361 _d1289361