by Takeshi Amemiya (Author)
Combines instruction in probability and statistics with econometrics in a fairly nontechnical manner. Contents include best prediction and best linear prediction, joint distribution of a continuous and discrete random variable, large sample theory and properties of the maximum likelihood estimator.
Format: Hardcover
Pages: 384
Publisher: Harvard University Press
Published: 11 May 2006
ISBN 10: 0674462254
ISBN 13: 9780674462250