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Econometrics by Franco Peracchi

Econometrics

by Franco Peracchi
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Book cover type: Hardcover
  • ISBN13: 9780471987642
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 702
  • Original Price: GBP 100.0
  • Language: English
  • Edition: N/A
  • Item Weight: 1153 grams
  • BISAC Subject(s): Econometrics and Probability & Statistics / General

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:
* A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle
* An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator
* Detailed discussion of nonparametric methods for estimating density and regression of functions
* Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis
* An introduction to linear exponential family and generalized linear models
* A thorough discussion of robustness in statistical sense

Franco Peracchi is a Professor of Econometrics at Tor Vergata University in Rome. he received an MSc in Econometrics from the London School of Economics in 1983 and a PhD in Economics from Princeton University in 1987. His research interests include econometric theory and methods, nonparametric and robust statistical methods, and labour economics. His work has been published in leading econometric and statistical journals.

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