Introduction to classical econometric theory / Paul A. Ruud.
Material type:
TextPublication details: New York : Oxford University Press, 2000.Description: xxiv, 951 p. : ill. ; 25 cmISBN: - 9780195111644
- 330.015195 23 R982
| 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 |
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| 330.015195 R411 Practice of econometric theory | 330.015195 R411 its impact on the development of quantitative economics / | 330.015195 R846 Nonlinear time series analysis of economic and financial data | 330.015195 R982 Introduction to classical econometric theory / | 330.015195 Se476 Econometrics of planning and efficiency | 330.015195 Si587 Economic and business forecasting : | 330.015195 Sp735 Statistical foundations of econometric modelling |
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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