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A first course in econometric theory

Author: Robert William Bacon
Publisher: Oxford [England] ; New York : Oxford University Press, 1988.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This textbook on econometric theory explores both fundamental and more detailed theorems, stressing the need to understand how and why the principal results are obtained. It includes numerical and  Read more...

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Additional Physical Format: Online version:
Bacon, Robert William.
First course in econometric theory.
Oxford [England] ; New York : Oxford University Press, 1988
(OCoLC)647430503
Document Type: Book
All Authors / Contributors: Robert William Bacon
ISBN: 0198772785 9780198772781 0198772777 9780198772774
OCLC Number: 17353828
Notes: Includes index.
Description: ix, 319 pages : illustrations ; 25 cm
Contents: Part 1 Introduction: the meaning and uses of econometrics; some useful textbooks. Part 2 The basic model and least squares estimation. Part 3 The properties of least squares estimation: including, the Gauss-Markov theorem, estimation of variances and covariances of least squares. Part 4 Multiple regression: including model and assumptions, goodness of fit. Part 5 Hypothesis testing: including, test statistics, tests for structural change and predicted values. Part 6 Maximum likelihood estimation and inference: including, stochastic explanatory variables, asymptotic properties of estimators. Part 7 Generalized least squares - serial correlation and heteroskedasticity. Part 8 Specification and measurement errors: including omitted and wrongly included variables Part 9 Simultaneous equations. Part 10 Dynamic models. Part 11 Applying econometric theory: including, multicollinearity lack of data variability. Index.
Responsibility: Robert Bacon.
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