TY  - GEN
AU  - Ruud,Paul Arthur
TI  - An introduction to classical econometric theory
SN  - 0195111648 (acid-free paper)
AV  - HB139 .R88 2000
PY  - 2000///
CY  - New York
PB  - Oxford University Press
KW  - Ekonometri
KW  - Econometrics
N1  - Includes bibliographical references (p. 935-944) and index; 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
UR  - http://www.loc.gov/catdir/enhancements/fy0605/99089456-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0605/99089456-t.html
ER  -