An Introduction to Econometric Theory av James (University of Cardiff UK) Davidson

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<p><b>A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods</b></p><p><i>An Introduction to Econometric Theory</i> 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.</p><p>The author ¿ a noted expert in the field ¿ covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F test