Econometrics

Contact for additional information — High Dimensional Nonstationary Time Series

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Generalized Least Squares - Takeaki Kariya, Hiroshi Kurata - Google Books

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Generalised Least Squares adopts a concise and mathematically rigorous approach. It will provide an up-to-date self-contained introduction to the unified theory of generalized least squares estimations, adopting a concise and mathematically rigorous…

Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz ... - Google Books

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The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the…

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Instrumental Variables estimation - colonial origins of economic development - YouTube

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This video provides an example of good use of instrumental variables, covering Acemoglu, Johnson and Robinson's, 'The Colonial Origins of Comparative Develop...

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