A Course in Econometrics

Front Cover
Harvard University Press, 1991 - Business & Economics - 405 pages
0 Reviews

This 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.

A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions.

A Course in Econometrics thoroughly covers the fundamentals‚e"classical regression and simultaneous equations‚e"and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter.

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

We haven't found any reviews in the usual places.

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
References
397
Copyright

Other editions - View all

Common terms and phrases

About the author (1991)

Arthur S. Goldberger was Professor of Economics, Emeritus, at the University of Wisconsin-Madison.

Bibliographic information