Topics in Advanced Econometrics Probability and Inference Theory

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained.Dhrymes, Phoebus J. is the author of 'Topics in Advanced Econometrics Probability and Inference Theory', published 1990 under ISBN 9780387971780 and ISBN 0387971785.