Review 1 -- No Title

According to the publishers: 'This text prepares first-year graduate students and advanced undergraduates for empirical research in economics and also equips them for advanced study in econometrics and sociological statistics.' The book contains an introduction to statistical theory, which...

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Bibliographic Details
Published in:Journal of Applied Econometrics (1986-1998) 1993, Vol.8 (2), p.229
Main Author: Gill, Leonard
Format: Review
Language:English
Subjects:
Econometrics
Hypothesis testing
Lagrange multiplier
Variables
Online Access:Get full text
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Summary:According to the publishers: 'This text prepares first-year graduate students and advanced undergraduates for empirical research in economics and also equips them for advanced study in econometrics and sociological statistics.' The book contains an introduction to statistical theory, which occupies about a third of its length. The remainder contains what might be regarded broadly as standard, traditional material: the linear model, systems of equations and the simultaneous-equations model. On the surface, the book is notable for apparent omissions: no Likelihood Ratio, Lagrange Multiplier, or Wald tests; no limited dependent variable models; no dynamic models and unit roots; no substantive applied examples embedded in the text.
ISSN:0883-7252
1099-1255