An Introduction to Econometric Theory by James Davidson - 9781119484882

An Introduction to Econometric Theory\n\nJames Davidson (Author)\n\n9781119484882, Wiley\n\nHardback, published 5 October 2018\n\n256 pages\n24.6 x 17.3 x 1.8 cm, 0.544 kg\n\nA GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS \nAn Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. \nThe author\u2014a noted expert in the field\u2014covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribu]