# An Introduction to Classical Econometric Theory

## Ruud, Paul A.

Valutazione media 4,33
( su 3 valutazioni fornite da GoodReads )

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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## 1.An Introduction to Classical Econometric Theory

Editore: Oxford University Press (2000)
ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro Oxford University Press, 2000. Hardcover. Condizione libro: New. Codice libro della libreria P110195111648

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## 2.An Introduction to Classical Econometric Theory (Hardback)

Editore: Oxford University Press Inc, United States (2000)
ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro Oxford University Press Inc, United States, 2000. Hardback. Condizione libro: New. 254 x 194 mm. Language: English . Brand New Book. 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. Codice libro della libreria AAS9780195111644

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## 3.An Introduction to Classical Econometric Theory (Hardback)

Editore: Oxford University Press Inc, United States (2000)
ISBN 10: 0195111648 ISBN 13: 9780195111644
Nuovi Rilegato Quantità: 1
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Valutazione libreria

Descrizione libro Oxford University Press Inc, United States, 2000. Hardback. Condizione libro: New. 254 x 194 mm. Language: English . Brand New Book. 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. Codice libro della libreria AAS9780195111644

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## 4.An Introduction to Classical Econometric Theory

Editore: Oxford University Press, USA (2000)
ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro Oxford University Press, USA, 2000. Hardcover. Condizione libro: New. First Edition. Codice libro della libreria DADAX0195111648

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## 5.An Introduction to Classical Econometric Theory

Editore: Oxford University Press Inc
ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro Oxford University Press Inc. Hardback. Condizione libro: new. BRAND NEW, An Introduction to Classical Econometric Theory, Paul A. Ruud, 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. Codice libro della libreria B9780195111644

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## 6.An Introduction to Classical Econometric Theory

Editore: Oxford University Press (2000)
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Descrizione libro Oxford University Press, 2000. Hardcover. Condizione libro: New. book. Codice libro della libreria 0195111648

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## 7.An Introduction to Classical Econometric Theory

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ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro OUP USA, 2000. Condizione libro: New. Codice libro della libreria TH9780195111644

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## 8.An Introduction to Classical Econometric Theory

Editore: Oxford Univ Pr (2000)
ISBN 10: 0195111648 ISBN 13: 9780195111644
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Descrizione libro Oxford Univ Pr, 2000. Hardcover. Condizione libro: Brand New. illustrated edition. 976 pages. 9.50x7.75x1.75 inches. In Stock. Codice libro della libreria z-0195111648

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## 9.An Introduction to Classical Econometric Theory (Hardcover)

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Descrizione libro 2000. Hardcover. Condizione libro: New. 201mm x 42mm x 245mm. Hardcover. This book is designed to fill the gap between introductory undergraduate texts and advanced texts for graduate students. Its comprehensive coverage ensures that readers unders.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 976 pages. 1.687. Codice libro della libreria 9780195111644

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## 10.An Introduction to Classical Econometric Theory

Editore: Oxford University Press
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Descrizione libro Oxford University Press. Condizione libro: New. pp. 950 , Illus. Codice libro della libreria 7777341

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