## 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 microdata analyses, and all are ideally suited to use as homework and test questions. |

### Contents

Relations | 1 |

Univariate Probability Distributions | 11 |

Regression Algebra | 17 |

Exercises | 32 |

Exercises | 41 |

Exercises | 54 |

Normal Distributions | 68 |

Univariate Case | 80 |

Issues in Hypothesis Testing | 233 |

Exercises | 243 |

Multicollinearity | 245 |

Regression Strategies | 254 |

Regression with X Random | 264 |

Exercises | 273 |

Generalized Classical Regression | 292 |

Exercises | 299 |

Asymptotic Distribution Theory | 94 |

Exercises | 104 |

Advanced Estimation Theory | 128 |

Estimating a Population Relation | 138 |

Classical Regression | 144 |

Exercises | 158 |

Exercises | 168 |

Classical Normal Regression | 189 |

Exercises | 202 |

Exercises | 213 |

Exercises | 220 |

Heteroskedasticity and Autocorrelation | 300 |

Nonlinear Regression | 308 |

Regression Systems | 323 |

Structural Equation Models | 337 |

SimultaneousEquation Model | 349 |

Exercises | 363 |

Estimation in the SimultaneousEquation Model | 365 |

Appendix A Statistical and Data Tables | 381 |

Appendix B Getting Started in GAUSS | 391 |

397 | |