A course in econometrics /
Arthur S. Goldberger.
- xvii, 405 p. : ill. ; 25 cm.
I.Empirical relations -- II.Univariate probability distributions -- III.Expectations: Univariate case -- IV.Bivariate probability distributions -- V.Expectations: Bivariate case -- VI.Independence in a bivariate distribution -- VII.Normal distributions -- VIII.Sampling distributions: Univariate case -- IX.Asymptotic distribution theory -- X.Sampling distributions: Brivariate case -- XI.Paramter estimation -- XII.Advanced estimation theory -- XIII.Estimating a population relation -- XIV.Multiple regression -- XV.Classical regression -- XVI.Classical regression: Interpretation and application -- XVII.Regression algebra -- XVIII.Multivariate normal distribution -- XIX.Classical normal regression -- XX.CNR Model: Hypothesis testing -- XXI.CNR Model: Inference with q2 unknown -- XXII.Issues in hypothesis testing -- XXIII.Multicollinearity -- XXIV.Regression strategies -- XXV.Regression with X Random -- XXVI. Time series -- XXVII.Generalized classical regression -- XXVIII.Heteroskedasticity and