## Book description

**A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods**

*An Introduction to Econometric Theory* offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

- Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance
- Offers proven classroom-tested material
- Contains sets of exercises that accompany each chapter
- Includes a companion website that hosts additional materials, solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, *An Introduction to Econometric Theory* is an essential beginner’s guide to the underpinnings of econometrics.

## Table of contents

- Cover
- List of Figures
- Preface
- About the Companion Website
- Part I: Fitting
- Part II: Modelling
- Part III: Testing
- Part IV: Extensions
- Part V: Appendices
- Recommended Reading
- Index
- End User License Agreement

## Product information

- Title: An Introduction to Econometric Theory
- Author(s):
- Release date: October 2018
- Publisher(s): Wiley
- ISBN: 9781119484882

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