000 01950 a2200289 4500
001 200045843
999 _c200045843
_d32843
003 TR-AnTOB
005 20200406194251.0
008 121104s2000 nyu 001 0
020 _a0195111648 (acid-free paper)
040 _aDLC
_cDLC
_dTR-AnTOB
041 _aeng
050 0 0 _aHB139
_b.R88 2000
090 _aHB139 .R88 2000
100 1 _aRuud, Paul Arthur
_985112
245 1 3 _aAn introduction to classical econometric theory /
_cPaul A. Ruud.
264 1 _aNew York :
_bOxford University Press,
_c2000.
300 _axxiv, 951 p. :
_bill. ;
_c25 cm.
504 _aIncludes bibliographical references (p. 935-944) and index.
505 _a1.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
650 0 _aEkonometri
_9312
650 0 _aEconometrics
_9246
856 4 2 _uhttp://www.loc.gov/catdir/enhancements/fy0605/99089456-d.html
_3Publisher description
856 4 1 _uhttp://www.loc.gov/catdir/enhancements/fy0605/99089456-t.html
_3Table of contents only
942 _cBK