Publisher description for Introductory econometrics / Phoebus J. Dhrymes.
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This book represents a first course in econometrics, assuming only
some knowledge of elementary probability theory and statistics on the
part of the student. Its rigorous and comprehensive discussion
concentrates on the general linear model, treating the standard case
as well as the consequences resulting from violation of the underlying
Extensively documented chapters also cover the misspecification
problem and errors in the variable model, simultaneous equations
models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory,
Power Functions and Bayesian Analysis. Each chapter concludes with
carefully selected exercises.
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