TY - JOUR
AU - Moore, P. G.
AB - 1977] Reviews 257 33. Econometrics. By Peter Schmidt. New York and Basle, Marcel Dekker, 1976. vi, 269 p. 24 cm. SF68.0. (Vol. 18 of Statistics: Textbooks and Monographs.) This is a valuable textbook of econometric theory. It covers least squares, Aitken generalized least squares, instrumental variables, errors in variables, simultaneous equation models, identifica­ tion, two- and three-stage least squares estimators, and limited and full information maximum likelihood for the standard linear simultaneous equation model. The great virtue of the book is that it deals with these topics very clearly and completely using the simplest and most general approach to the asymptotic theory. An appendix has a relatively complete discussion and statement of the general theorems on the asymptotic properties of stochastic models required in the body of the book (although no proofs are given). The book is shorter than its competitors (which I take to be Malvinaud's Statistical Methods of Econometrics and Theil's Principles of Econometrics), and notably lacking in any applied econometric background. It would be very useful to any student, with a reasonably good background in statistical theory and linear algebra, who was prepared to read in conjunction with this a suitable textbook on applied econometrics. In 
TI - The Delphi Method: Techniques and Applications
JF - Journal of the Royal Statistical Society Series A (Statistics in Society)
DO - 10.2307/2344913
DA - 2018-12-05
UR - https://www.deepdyve.com/lp/oxford-university-press/the-delphi-method-techniques-and-applications-o7xCo0oIZ8
SP - 257
EP - 258
VL - 140
IS - 2
DP - DeepDyve
ER -