TY  - BOOK
AU  - Ruud,Paul A.
TI  - Introduction to classical econometric theory
SN  - 9780195111644
U1  - 330.015195 23
PY  - 2000///
CY  - New York
PB  - Oxford University Press
KW  - Econometrics
N1  - 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.
N2  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0605/99089456-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0605/99089456-t.html
ER  -