## A Course in EconometricsThis text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.
Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real micro-data analyses, and all are ideally suited to use as homework and test questions. |

### What people are saying - Write a review

### Contents

1 Parameter Estimation | 1 |

Univariate Probability Distributions | 8 |

Regression Algebra | 17 |

Univariate Case | 26 |

Bivariate Case | 40 |

Independence in a Bivariate Distribution | 58 |

Normal Distributions | 64 |

Distribution | 73 |

Hypothesis Testing | 208 |

Inference with a2 Unknoum | 223 |

Multicollinearity | 245 |

Regression Strategies | 251 |

Regression with X Random | 258 |

Time Series | 270 |

Generalized Classical Regression | 281 |

Heteroskedasticity and Autocorrelation | 300 |

Univariate Case | 80 |

Asymptotic Distribution Theory | 90 |

Statistics | 97 |

Bivariate Case | 106 |

Advanced Estimation Theory | 121 |

Estimating a Population Relation | 134 |

Multiple Regression | 144 |

Classical Regression | 156 |

A Applications of Residual | 186 |

Classical Normal Regression | 200 |

Regression Systems | 314 |

Squares | 326 |

SimultaneousEquation Model | 343 |

Identification and Restrictions | 354 |

Estimation in the SimultaneousEquation Model | 365 |

Appendix A Statistical and Data Tables | 381 |

Appendix B Getting Started in GAUSS | 391 |

397 | |