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Introduction to Statistics and Econometrics

Course Codes : EMET8014

Introduction to Statistics and Econometrics

ISBN 9780674462250
Publication Date
Publisher Harvard University Press
Turning to regression, Amemiya presents the classical bivariate model in the conventional summation notation. He follows with a brief introduction to matrix analysis and multiple regression in matrix notation. Finally, he describes various generalizations of the classical regression model and certain other statistical models extensively used in econometrics and other applications in social science.

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