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Introduction to classical econometric theory / Paul A. Ruud.

By: Material type: TextTextPublication details: New York : Oxford University Press, 2000.Description: xxiv, 951 p. : ill. ; 25 cmISBN:
  • 9780195111644
Subject(s): DDC classification:
  • 330.015195 23 R982
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. Non-Normal Distribution Theory -- 14. Maximum Likelihood Estimation -- 15. Maximum Likelihood Asymptotics Distribution Theory -- 16. Maximum 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.
Summary: This econometrics textbook also examines their mathematical foundations, and presents a geometric understanding of the structure of classical econometrics. It helps students to develop strategies, not just tools, for solving econometrics problems.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 330.015195 R982 (Browse shelf(Opens below)) Available 137308
Total holds: 0

Includes bibliographical references 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. Non-Normal Distribution Theory --
14. Maximum Likelihood Estimation --
15. Maximum Likelihood Asymptotics Distribution Theory --
16. Maximum 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.

This econometrics textbook also examines their mathematical foundations, and presents a geometric understanding of the structure of classical econometrics. It helps students to develop strategies, not just tools, for solving econometrics problems.

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