An Introduction to Classical Econometric Theory
By: Paul A. Ruud (author)Hardback
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This book is designed to fill the gap between introductory undergraduate texts and advanced texts for graduate students. Its comprehensive coverage ensures that readers understand both the 'how' and the 'why' of econometrics, as it explains not only the mathematical techniques for econometric problem-solving but also the mathematical foundations of the discipline. Developed with careful pedagogical methodology throughout, the text makes full use of empirical examples and includes appendices providing 'ready reference' and refresher courses on basic mathematics, as well as further material for the more advanced student.
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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- ID: 9780195111644
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