An Introduction to Classical Econometric Theory
---Paul A. Ruud
Product Details

• Hardcover: 976 pages
• Publisher: Oxford University Press, USA (March 23, 2000)
• Language: English
• ISBN-10: 0195111648

Description
In this book, Paul A. Ruud,a well known and respected scholar, makes sense of this complex fieldby presenting a careful intuitive understanding of the subject. Heteaches the reader to think like an econometrician, not like a personsimply learning how to get the "right" answers.

About the Author Paul A. Ruud, Professor of Economics, University of California, Berkeley

Table of Contents
Introduction
I. Ordinary Least Squares
1.The Least Squares Linear Fit
2.The Geometry of Least Squares
3.Partitioned Fit
4.Restricted Least Squares
5.Overview ofc Ordinary Least Squares
II. Linear Regression
6.Linear Unbiased Estimation
7.Variances and Covariances
8.Variances and Covariances of OLS
9.Efficient Estimation
10.Normal Distribution Theory
11.Hypothesis Testing
12.Overview of Linear Regression
III. Generalizations of the Linear Model
13.Non-Normal Distribution Theory
14.Maximum Likelihood Estimation
15.ML Asymptotics
16.ML Computation
17.ML Statistical Inference
18.Heteroskedasticity
19.Serial Correlation
20.IV Estimation
21.The Generalized Method of Moments
22.GMM Hypothesis Tests
23.Overview
IV. Latent Variable Models
24.Panel Data Models
25.ARMA Time Series Models
26.Simultaneous Equations
27.Discrete Dependent Variables
28.Censored and Truncated Variables
29.Overview
V. Appendices
A.Abbreviations and Acronyms
B.Notation
C.Linear Algebra and Matrix Theory
D.Probability
E.Classical Studies
F.Noncentral Distributions
G.Multivariate Differentiation
H.Characteristic Functions
更详细的contents见下面的pdf文件