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Found 1 from your keywords: author=C.W.J.Granger & G.E.Miz...

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Advanced Texts in Econometrics

Recent years have seen a marked increase in the mathematical sophistication of econometric research. While the theory of linear parametric models which forms the backbone of the subject makes an extensive and clever use of matrix algebra, the statistical prerequisites of this theory are comparatively simple. But now that these models are pretty thoroughly understood, research is concentrated in…

Edition: 1st Edtion
ISBN/ISSN: 0-19-877402-8
Collation: 1-562
Series Title: Advanced Texts in Econometrics
Call Number: -

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