Routledge advanced texts in economics and finance ; 14
Tištěná verze : ISBN 9780415326292
Obsahuje bibliografické odkazy (pages [357]-383) and index.
1. Multivariate analysis and the linear regression model -- 2. Least-squares and Gauss-Markov theory -- 3. Multicollinearity and reduced-rank estimation -- 4. The treatment of linear restrictions -- 5. Stein estimation -- 6. Autocorrelation of residuals : 1 -- 7. Autocorrelation of residuals : 2 -- 8. Simultaneous-equations estimation -- 9. Solutions to the exercises.