## 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. |

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### Contents

Relations | 1 |

Univariate Probability Distributions | 11 |

Multicollinearity | 23 |

Univariate Case | 26 |

Heteroskedasticity and Autocorrelation | 28 |

Bivariate Probability Distributions | 34 |

Bivariate Case | 44 |

7 | 67 |

Classical Normal Regression | 204 |

Hypothesis Testing | 214 |

Inference with o Unknown | 223 |

Issues in Hypothesis Testing | 233 |

Regression Strategies | 254 |

Regression with X Random | 264 |

Time Series | 274 |

Generalized Classical Regression | 292 |

8 | 79 |

Asymptotic Distribution Theory | 94 |

Bivariate Case | 106 |

Advanced Estimation Theory | 128 |

Estimating a Population Relation | 138 |

Multiple Regression | 150 |

Classical Regression | 160 |

Exercises | 168 |

Regression Algebra | 182 |

Multivariate Normal Distribution | 195 |

Nonlinear Regression | 308 |

Regression Systems | 323 |

Squares | 329 |

Structural Equation Models | 337 |

SimultaneousEquation Model | 351 |

Estimation in the SimultaneousEquation Model | 365 |

Appendix A Statistical and Data Tables | 381 |

Appendix B Getting Started in GAUSS | 391 |

397 | |