Second Edition of Kong Chu's Principles of Econometrics

This book is written to introduce "Econometrics" a field of study that encompasses the combined knowledge of economics, statistics and mathematics. The reader is assumed to have basic knowledge of calculus. Linear algebra and statistics are briefly reviewed at the beginning. The introduction of econometric methods starts at Chapter 3, Linear Models, and extends to nonlinear models and computer simulation models. The latter portion of the book deals with the problems of model specification, parameter estimation, verification, and prediction.