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Econometric Theory
John Stachurski
eBook Edition: 2013

This is a quick course on modern econometric and statistical theory, focusing on fundamental ideas and general principles. The course is intended to be concise suitable for learning concepts and results rather than an encyclopedic treatment or a reference manual. It includes background material in probability and statistics that budding econometricians often need to build up. (From author)

eBook Contents

Preface - Background Material – Probability - Linear Algebra – Projections - Statistical Learning - Methods of Inference - Linear Least Squares - Classical OLS - Time Series Models - Large Sample OLS - Further Topics - Appendices

eBook License: Copyrighted (Personal Use Only) 

Free PDF eBook - 3.05 Mb - 377 pages