A treatment of estimating unknown parameters, testing hypotheses and estimating confidence intervals in linear models. Readers will find here presentations of t

. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonpara

This work details the statistical inference of linear models including parameter estimation, hypothesis testing, confidence intervals, and prediction. The autho

This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Princi

The essential introduction to the theory and application of linear models—now in a valuable new edition Since most advanced statistical tools are generalizati