Cookies on oxfam

We use cookies to ensure that you have the best experience on our website. If you continue browsing, we’ll assume that you are happy to receive all our cookies. You can change your cookie settings at any time. Find out more Accept

  • Grows vegetables
  • Fills classrooms
  • Drills wells
  • Empowers women
  • Fights poverty
  • Free Uk delivery on all gifts
    Or you can add a donation at checkout
  • Personalise your gift at checkout
    Add a personal message, ecard or card front
  • Add a 'Little Extra' at checkout
    Add-on gifts available (including chocolate!)

Feedback

Free returns

-

£3.95 UK delivery

-

All profits fight poverty

Keep up with Oxfam's Online Shop

Subscribe to our newsletter for all our latest updates, offers and promotions.

sign up to newsletter
© 2015. Oxfam is a registered charity in England and Wales (no 202918) and Scotland (SC039042). Oxfam GB is a member of Oxfam International.

An introduction to econometric theory

£14.99

Product description

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.

Item details

Condition:
Used: good
Format:
Hardback
ISBN-10:
0691016453
ISBN-13:
9780691016450
Number of pages:
201
Publisher:
Princeton University Press

Standard UK Delivery (£3.95 per order)

Ts and Cs
Delivery FAQs

Free returns

within 28 days.
Returns policy

About this item

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.

Condition:
Used: good
Format:
Hardback
ISBN-10:
0691016453
ISBN-13:
9780691016450
Number of pages:
201
Publisher:
Princeton University Press

Delivery & returns

This item will be dispatched to UK addresses via second class post within 2 working days of receipt of your order. Standard UK delivery is Standard UK delivery is £3.95 per order, so you're only charged once no matter how many items you have in your basket. Any additional courier charges will be applied at checkout as they vary depending on delivery address.

This item will be dispatched to UK addresses via second class post within 2 working days of receipt of your order. Standard UK delivery is currently free no matter how many items you have in your basket. Any additional courier charges will be applied at checkout as they vary depending on delivery address.

You can find out more about delivery and returns in our help section.

We offer a no quibble returns policy as follows:

Wedding dresses: 14 days

Overseas returns: 31 days

Everything else: 28 days



Volunteer listed

Wonder how this unique item ended up online?

Most of the second-hand items you see online have been donated, by supporters like you, to our high street stores. Each item is then priced, photographed and listed on this site by our amazing team of volunteers from across the country.

After you have bought your item, our team of volunteers package and dispatch it from the Shop straight to you or your chosen recipient.

All profits from the sales of our goods go towards funding Oxfam's work around the world. We rely on your donations to sell online so please keep the cycle of goodness going!

To find out more about volunteering with Oxfam, please visit our how to volunteer page.

Oxfam Bookshop Ludlow

Oxfam is the UK's largest second hand bookseller. Oxfam bookshops offer a wider selection of books than most shops, from modern fiction and leisure interest to more specialist subjects, classics, and rare or collectable books. We also stock a good selection of greetings cards and stationery. Come and browse!

View Shop