A First Course in Econometric Theory

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Oxford University Press, 1988 - Econometrics. - 319 pages
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This textbook takes the reader from the basics of econometric theory to familiarity with the techniques now used in computer econometric applications. Presupposing no knowledge of matrix algebra, Bacon combines numerical examples and problem-answer sections with rigorous treatment of such key topics as the Gauss Markov theorem and Aitken's theorem to provide an understanding of how and why the principal results of econometric theory are obtained.

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Hypothesis Testing
lJTpeBasic Model and Least Squares Estimation
The Properties of Least Squares Estimation

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