An Introduction to Classical Econometric Theory - Rilegato

Ruud, Paul A.

Rilegato

ISBN 10: 0195111648 ISBN 13: 9780195111644

Casa editrice: OUP USA, 2000

Riassunto

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.

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Recensione

It is an excellent text with very few weaknesses and I strongly recommend it. (R Blundell, University College London)

A useful book that provides all the necessary mathematical tools for graduate students to analyse data obtained from repeatable experiments. (Aslib Book Guide, Vol.65, Aug. 2000.)

Book gives a deep insight into the foundation of modern econometrics (Dr Hannes Winner, University of Innsbruck)

Excellent exposition, great clarity; coherency (Luc Bauwens, University of Lourain)

Very advanced textbook which covers all aspects of classical econometric theory (Josef Forsterer, University of Linz)

Ruud's book is very original, innovative and clear (Recensioni e Segnalazioni Bibliografiche)

Contenuti

• 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

Dettagli dell'edizione

• Editore: OUP USA
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0195111648
• ISBN 13: 9780195111644
• Rilegatura: Copertina rigida
• Numero di pagine: 976
• Contatto del produttore: non disponibile
• Persona responsabile: Penguin Random House Ireland Limited; productsafety@penguin.co.uk; ; Morrison Chambers, 32 Nassau Street; Dublin; D02 YH68; Irlanda