Introduction to the theory of econometrics — Jan R. Magnus
Introduction to the theory of econometrics
by Jan R. Magnus
VU University Press, Amsterdam, 2017
last updated: April 25, 2017
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Introduction to the theory of econometrics — Jan R. Magnus
Date of publication: April 20, 2017.
Blurb: This little book presents a course on the fundamentals of econometric theory. It is based on lectures given to second-year undergraduates who have
learned some calculus, matrix algebra, and statistics (but no econometrics) in
their first year. Two things are essential in such a course: familiarity with the
standard linear regression model, and a thorough understanding of the principles
of maximum likelihood. The book is also suitable as an introduction to econometrics for Master’s and PhD students.
Author: Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the Universities of Amsterdam, Leiden, and
British Columbia, before moving to the London School of Economics in 1981.
In 1996 he was appointed Research Professor of Econometrics at Tilburg University. In 2013, he moved to the Vrije Universiteit Amsterdam as Extraordinary
Professor of Econometrics. Magnus is (co)author of eight books, and more than
one hundred scientific papers.
Publisher:
VU University Press, Amsterdam
www.vuuniversitypress.com
[email protected]
ISBN 978 90 8659 766 6
Preview: A preview is available HERE.
How to order:
The Netherlands: VU publishers (e 19.95, free shipping)
Euro zone, outside The Netherlands: VU publishers (e 19.95 + e 4.00 shipping)
Outside Euro zone: VU publishers (e 19.95 + e 6.00 shipping)
USA and Canada: amazon.com ($ 24.00 + $ 3.99 shipping)
Comments and suggestions: are most welcome and should be addressed
to Jan Magnus.
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