eBook - PDF
Studies in Econometrics, Time Series, and Multivariate Statistics
- 591 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Studies in Econometrics, Time Series, and Multivariate Statistics
About this book
Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.
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Table of contents
- Front Cover
- Studies in Econometrics, Time Series, and Multivariate Statistics
- Copyright Page
- Table of Contents
- Contributors
- Biographical Note
- Bibliography of Theodore W. Anderson
- PART I. Studies in Econometric and Quantitative Social Sciences
- PART II: Studies in Time Series
- PART III: Studies in Multivariate Statistics
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Yes, you can access Studies in Econometrics, Time Series, and Multivariate Statistics by Samuel Karlin,Takeshi Amemiya,Leo A. Goodman in PDF and/or ePUB format, as well as other popular books in Business & Business General. We have over 1.5 million books available in our catalogue for you to explore.