Theory and Practice of Econometrics - Judge, George G. (University of Illinois) a Griffiths, William E. (University of New England) a Hill, R. Carter (University of Georgia) a Lutkepohl, Helmut (University of Osnabruck) a Lee, Tsoung-Chao (University of Connecticut)

This broadly based graduate--level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models.