Theoretical Econometrics

Author: Tong Hengqing
Publisher:
Publish Date: 2005-09-01
Features: Econometrics is based on the theoretical foundation of mathematical statistics, with regression models and time series models as its basic framework. It verifies the quantitative description of economic theories, reveals the intrinsic relationships in economic data, predicts the development trends of economic movements, and conducts empirical research on economic laws. Econometrics is relatively mature in theory and widely applied in practice. This book focuses on introducing the theoretical foundation and mathematical principles of econometrics, providing analytical tools. In addition to introducing the author's own research findings and accompanying computational software developed by the author, the content of the entire book is roughly comparable to internationally renowned econometrics textbooks. This book can serve as a theoretical reference for senior undergraduate and graduate students, young teachers, and young researchers in fields related to mathematical statistics and econometrics. It can also be used as a reference and practical tool for analysts in industries such as economics, management, finance, securities, commerce, hydrology, geology, industry, and agriculture for regression and time series forecasting.