AN INTRODUCTION TO CLASSICAL ECONOMETRIC THEORY RUUD P.A. Księgarnia

Author is very well known and respected in his field.

This text brings the results of a distinguished scholarly and teaching career to the development of a core textbook for graduate econometrics.

The author makes sense of this complex field by presenting a careful intuitive understanding of the subject, not simply a set of methods for solving problems. He teaches students to think like econometricians, not just how to get "right" answers.

Sound and logical coverage of content and careful pedagogical presentation, such as the use of empirical examples to open chapters.

One set of appendices at the end of the book provides a ready reference on matters such as notation and a "refresher" course on basic mathematics. A second set of appendices extends concept coverage for those who wish to expand upon the text.

"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

This econometrics textbook fills a gap between introductory undergraduate texts and advanced texts for the research student. Presenting the methods and techniques for problem solving, the author also examines their mathematical foundations, and presents an intuitive, largely geometric understanding of the structure of classical econometrics. The text will help students to develop strategies, not just tools, for solving econometrics problems.

CONTENTS

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

951 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.