The Theory and Practice of Econometrics

by George G. Judge, Tsoung-Chao Lee, Helmut Lütkepohl

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

1056 pages, Hardcover

First published September 3, 1980