## 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

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 | |