| TÃtulo : |
An introduction to classical econometric theory |
| Tipo de documento: |
TEXTO IMPRESO |
| Autores: |
Paul A. Ruud |
| Editorial: |
New York : Oxford University Press |
| Fecha de publicación: |
2000 |
| Número de páginas: |
xxiv, 951 p. |
| Dimensiones: |
26 cm. |
| ISBN/ISSN/DL: |
0-19-511164-8 |
| Idioma : |
Inglés (eng) |
| Descriptores: |
Análisis de regresión ; EconometrÃa ; VARIABLES
|
| Clasificación: |
330.43 Econometría |
| Nota de contenido: |
I. Ordinary Least Squares: 1. The Least Squares Linear Fit - 2. The Geometry of Least Squares - 3. Partitioned Fit - 4. Restricted Least Squares - 5. Overview ofc Ordinary Least Squares - II. Linear Regression: 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 - III. Generalizations of the Linear Model: 13. Non-Normal Distribution Theory - 14. Maximum Likelihood Estimation - 15. Maximum Likelihood Asymptotics - 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 - IV. Latent Variable Models - 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 |
| Link: |
https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=56893 |
| Ubicación : |
330.43 R894 |
