Course in Econometrics

ISBN-10: 0674175441

ISBN-13: 9780674175440

Edition: 1991

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Book details

List price: $93.00
Copyright year: 1991
Publisher: Harvard University Press
Publication date: 4/15/1991
Binding: Hardcover
Pages: 426
Size: 6.50" wide x 9.75" long x 1.25" tall
Weight: 1.848
Language: English

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

Empirical Relations
Theoretical and Empirical Relations
Sample Means and Population Means
Estimation Exercises
Univariate Probability Distributions
Discrete Case
Continuous Case
Mixed Case
Functions of Random Variables Exercises
Expectations: Univariate Case
Theorems on Expectations
Expectations and Probabilities Exercises
Bivariate Probability Distributions
Joint Distributions
Marginal Distributions
Conditional Distributions Exercises
Expectations Bivariate Case
Conditional Expectations
Conditional Expectation Function
Conditional Expectations and Linear Predictors Exercises
lndependence in a Bivariate Distribution
Stochastic Independence
Roles of Stochastic Independence
Mean-Independence and Uncorrelatedness
Types of Independence
Strength of a Relation Exercises
Normal Distributions
Univariate Normal Distribution
Standard Bivariate Normal Distribution
Bivariate Normal Distribution
Properties of Bivariate Normal Distribution
Remarks Exercises
Sampling Distributions Univariate Case
Random Sample
Sample Statistics
The Sample Mean
Sample Moments
Chi-square and Student's Distributions
Sampling from a Normal Population Exercises
Asymptotic Distribution Theory
Sequences of Sample Statistics
Asymptotics of the Sample Mean
Asymptotics of Sample Moments
Asymptotics of Functions of Sample Moments
Asymptotics of Some Sample Statistics Exercises
Sampling Distributions Bivariate Case
Sample Covariance
Pair of Sample Means
Ratio of Sample Means
Sample Slope
Variance of Sample Slope Exercises
Parameter Estimation
The Analogy Principle
Criteria for an Estimator
Asymptotic Criteria
Confidence Intervals Exercises
Advanced Estimation Theory
The Score Variable
Cramer-Rao Inequality
ZES-Rule Estimation
Maximum Likelihood Estimation Exercises
Estimating a Population Relation
Estimating a Linear CEF
Estimating a Nonlinear CEF
Estimating a Binary Response Model
Other Sampling Schemes Exercises
Multiple Regression
Population Regression Function
Algebra for Multiple Regression
Ranks of X and Q
The Short-Rank Case
Second-Order Conditions Exercises
Classical Regression
Matrix Algebra for Random Variables
Classical Regression Model
Estimation of beta;165
Gauss-Markov Theorem
Estimation of delta; 2 and V(b) Exercises
Classical Regression Interpretation and A
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