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An introduction to classical econometric theory / Paul A. Ruud.

By: Language: İngilizce Publisher: New York : Oxford University Press, 2000Description: xxiv, 951 p. : ill. ; 25 cmISBN:
  • 0195111648 (acid-free paper)
Subject(s): LOC classification:
  • HB139 .R88 2000
Online resources:
Contents:
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
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Item type Current library Home library Collection Call number Vol info Copy number Status Date due Barcode
Book Book Merkez Kütüphane Genel Koleksiyon / Main Collection Merkez Kütüphane Genel Koleksiyon HB139 .R88 2000 (Browse shelf(Opens below)) 1 1 Available 0040640

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

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