Goldberger, Arthur S.

A course in econometrics/ Arthur S. Goldberger - Cambridge: Harvard University Press, 1991. - xvii, 405 p. : ill. ; 25 cm.

1. Emprical Relations --
2. Unvariate Probability Distributions --
3. Expectaitions: Unvariate Case --
4. Bivariate Probability Distributions --
5. Expectations: Bivariate Case --
6. Independence in Bivariate Distribution --
7. Normal Distributions --
8. Sampling Distributions: Unvvariate Cse --
9. Asymptothic Distribution Theory --
10. Sampling Distributions: Unvariate Case --
11. Parameter Estimation--
12. Advanced Estimation Theory--
13. Estimationg a Population Relation --
14. Multiple Regression--
15. Classical Regression --
16. Classical Regression: Interpretation and Application --
17. Regression Algebra--
18. Multivariable Normal Distribution--
19. Classical Normal Regression --
20. CNR MODEL: Hypothesis Testing--
21. CNR MODEL: Inference with Variance 2 Unknown --
22. Issues in Hypothesis Testing --
23. Multicollineariity --
24. Regression Strategies --
25. Regression with X Random --
26. TTime Series --
27. Generalized Classical Regression--
28. Heteroskedasticity and Autocorrolation --
29. Nonlinear Regression --
30. Regression Systems --
31. Structural Equation Models--
32. Simultaneous-Equation Model--
33. Identification and Restrictions--
34. Estimation in the Simultaneous-Equation Model--
Appendix A. Statistical and Data Tables--
Appendix B. Getting Started in GAUSS --
References --
Index.

9780674175440


Econometrics

330.015195 / GOL/A