## Advanced Econometrics
Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points. |

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#### Review: Advanced Econometrics

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### Contents

Classical Least Squares Theory | 1 |

Recent Developments in Regression Analysis | 45 |

Large Sample Theory | 81 |

Asymptotic Properties of Extremum Estimators | 105 |

Time Series Analysis | 159 |

Generalized Least Squares Theory | 181 |

Linear Simultaneous Equations Models | 228 |

Nonlinear Simultaneous Equations Models | 245 |

Qualitative Response Models | 267 |

Tobit Models | 360 |

Markov Chain and Duration Models | 412 |

Useful Theorems in Matrix Analysis | 459 |

475 | |

505 | |