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Econometrics
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In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduates and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject. Key features include: aeo A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle aeo An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator aeo Detailed discussion of nonparametric methods for estimating density and regression of functions aeo Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis aeo An introduction to linear exponential family and generalized linear models aeo A thorough discussion of robustness in statistical sense
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