An introduction to classical econometric theory /
Ruud, Paul Arthur
An introduction to classical econometric theory / Paul A. Ruud. - xxiv, 951 p. : ill. ; 25 cm.
1.The Least-Squares Linear Fit; 2.The Geometry of Least Squares; 3.Partitioned Fit; 4.Restricted Least Squares; 5.Overview of Ordinary Least Squares; 6.Linear Unbiased Estimation; 7.Variances and Covariances; 8.Variances and Covariances of Ordinary Least Squares; 9.Efficient Estimation; 10.Normal Distribution Theory; 11.Hypothesis Testing; 12.Overview of Linear Regression; 13.Nonnormal Disbribution Theory; 14.Maximum Likelihood Estimation; 15.Maximum Likelihood Asymptotic Distribution Theory; 16.Maximul Likelihood Computation; 17.Maximum Likelihood Statistical Inference; 18.Heteroskedasticity; 19.Serial Correlation; 20.Instrumental Variables Estimation; 21.The Generalized Method of Moments; 22.Generalized Method of Moments Hypothesis Tests; 23.Overview; 24.Panel Data Models; 25.Autoregressive Moving-Average Time Series Models; 26.Simultaneous Equations; 27.Discrete Dependent Variables; 28.Censored and Truncated Variables; 29.Overview; APPENDICES; BIBLIOGRAPHY; INDEX
0195111648 (acid-free paper)
Ekonometri
Econometrics
HB139 / .R88 2000
An introduction to classical econometric theory / Paul A. Ruud. - xxiv, 951 p. : ill. ; 25 cm.
1.The Least-Squares Linear Fit; 2.The Geometry of Least Squares; 3.Partitioned Fit; 4.Restricted Least Squares; 5.Overview of Ordinary Least Squares; 6.Linear Unbiased Estimation; 7.Variances and Covariances; 8.Variances and Covariances of Ordinary Least Squares; 9.Efficient Estimation; 10.Normal Distribution Theory; 11.Hypothesis Testing; 12.Overview of Linear Regression; 13.Nonnormal Disbribution Theory; 14.Maximum Likelihood Estimation; 15.Maximum Likelihood Asymptotic Distribution Theory; 16.Maximul Likelihood Computation; 17.Maximum Likelihood Statistical Inference; 18.Heteroskedasticity; 19.Serial Correlation; 20.Instrumental Variables Estimation; 21.The Generalized Method of Moments; 22.Generalized Method of Moments Hypothesis Tests; 23.Overview; 24.Panel Data Models; 25.Autoregressive Moving-Average Time Series Models; 26.Simultaneous Equations; 27.Discrete Dependent Variables; 28.Censored and Truncated Variables; 29.Overview; APPENDICES; BIBLIOGRAPHY; INDEX
0195111648 (acid-free paper)
Ekonometri
Econometrics
HB139 / .R88 2000
