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http://www.amazon.com/An-Introduction-Classical-Econometric-Theory/dp/0195111648

In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than simultaneously as in other texts. Part III contains generalizations of the classical linear regression model and Part IV develops the latent variable models that distinguish econometrics from statistics. To motivate formal results in a chapter, the author begins with substantive empirical examples. Main results are followed by illustrative special cases; technical proofs appear toward the end of each chapter. Intended for a graduate audience, An Introduction to Classical Econometric Theory fills the gap between introductory and more advanced texts. It is the most conceptually complete text for graduate econometrics courses and will play a vital role in graduate instruction.




Editorial Reviews
"A number of interesting topics found here are common in backroom talk but are not as easily found treated systematically as they are here."--David A. Belsley, Boston College

"The author provides an elegant, unified presentation of the material which forms the core of econometrics."--Richard T. Carson, University of California, San Diego

"Ruud is a fine scholar and he is well known as an outstanding teacher. His pedagogical style is certainly evident in the book."--Francis X. Diebold, New York University

"This book fills an important need for a clear and precise graduate textbook in econometrics. Its theoretical discussions are first rate and it includes nice empirical examples, making it a useful resource for any graduate student."--Whitney Newey, Massachusetts Institute of Technology

"This book has the same breadth of coverage as competing texts, with remarkably clear and compelling explanations and motivation of the theoretical concepts."--James L. Powell, University of California, Berkeley

"Paul Ruud's text combines clarity with rigor and is an excellent text for students and professionals alike. The strengths are apparent in every chapter. The author consistently tackles problems in more depth than any other text on the market."--Douglas Steigerwald, University of California, Santa Barbara

"The book covers least squares, methods of moments (GMM), and maximum likelihood which are three major frameworks for estimation and inference. Within the subset of chapters relating to each major topic, the key results are developed and given due prominence and subsequently used in further developments."--Pravin K. Trivedi, Indiana University

"This textbook is rigorous yet accessible. I believe it is destined to become the standard against which all other econometrics textbooks will be measured. Superb!"--Dr. James J. Jozefowicz, Indiana University of Pennsylvania

About the Author
Paul A. Ruud is at University of California, Berkeley.


Product Details
Hardcover: 976 pages
Publisher: Oxford University Press; 1 edition (March 23, 2000)
Language: English
ISBN-10: 0195111648
ISBN-13: 978-0195111644
Product Dimensions: 9.4 x 1.7 x 7.6 inches
Shipping Weight: 4.2 pounds (View shipping rates and policies)
Average Customer Review: 4.2 out of 5 starsSee all reviews (6 customer reviews)
Amazon Best Sellers Rank: #846,188 in Books (See Top 100 in Books)
#342 in Books > Business & Money > Economics > Econometrics
#5552 in Books > Textbooks > Business & Finance > Economics
#197598 in Books > Reference