## 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. |

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### Contents

Empirical Relations I | 1 |

Univariate Probability Distributions I I | 11 |

Univariate Case | 26 |

II | 33 |

Bivariate Probability Distributions | 34 |

Independence in a Bivariate Distribution | 58 |

Normal Distributions | 68 |

Univariate Case | 80 |

Hypothesis Testing | 214 |

Inference with of Unknown | 223 |

Issues in Hypothesis Testing | 233 |

23 | 245 |

25 | 254 |

26 | 264 |

27 | 274 |

Regression Model | 292 |

Asymptotic Distribution Theory | 94 |

Moments | 106 |

Parameter Estimation | 116 |

Advanced Estimation Theory | 128 |

Estimating a Population Relation | 138 |

Multiple Regression | 150 |

Classical Regression | 160 |

Interpretation and Application | 170 |

Regression Algebra | 182 |

Multivariate Normal Distribution | 195 |

Classical Normal Regression | 204 |

Heteroskedasticity and Autocorrelation | 300 |

Nonlinear Regression | 308 |

Regression Systems | 323 |

Structural Equation Models | 337 |

Model | 349 |

Identification and Restrictions | 356 |

Estimation in the SimultaneousEquation Model | 365 |

Appendix A Statistical and Data Tables | 381 |

Appendix B Getting Started in GAUSS | 391 |

397 | |