Econometrics - Fumio Hayashi

The Most Authoritative And Comprehensive Synthesis Of Modern Econometrics Availableeconometrics Provides First-year Graduate Students With A Thoroughly Modern Introduction To The Subject, Covering All The Standard Material Necessary For Understanding The Principal Techniques Of Econometrics, From Ordinary Least Squares Through Cointegration. The Book Is Distinctive In Developing Both Time-series And Cross-section Analysis Fully, Giving Readers A Unified Framework For Understanding And Integrating Results.econometrics Covers All The Important Topics In A Succinct Manner. All The Estimation Techniques That Could Possibly Be Taught In A First-year Graduate Course, Except Maximum Likelihood, Are Treated As Special Cases Of Gmm (generalized Methods Of Moments).