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Econometrics - Ebook written by Fumio Hayashi. This manuscript may be printed and reproduced for individual or instructional use, but may not be printed. These books are made freely available by their respective authors and publishers. The second edition of a comprehensive state- of- the- art graduate level text on microeconometric methods, substantially revised and updated.
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The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.