A course in econometrics (Book, 1991) [WorldCat.org]
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A course in econometrics

Author: Arthur Stanley Goldberger
Publisher: Cambridge, Mass. : Harvard University Press, 1991.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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.--publisher.
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Additional Physical Format: Online version:
Goldberger, Arthur Stanley, 1930-
Course in econometrics.
Cambridge, Mass. : Harvard University Press, 1991
(OCoLC)647683387
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Arthur Stanley Goldberger
ISBN: 0674175441 9780674175440
OCLC Number: 22005943
Description: xvii, 405 pages : illustrations ; 25 cm
Contents: Preface, p.xv --
1. Emprical Relations, p.1 --
2. Unvariate Probability Distributions, p.11 --
3. Expectaitions: Unvariate Case, p.26 --
4. Bivariate Probability Distributions, p.34 --
5. Expectations: Bivariate Case, p.44 --
6. Independence in Bivariate Distribution, p.58 --
7. Normal Distributions, p.68 --
8. Sampling Distributions: Unvvariate Cse, p.80 --
9. Asymptothic Distribution Theory, p.94 --
10. Sampling Distributions: Unvariate Case, p.106 --
11. Parameter Estimation, p.116 --
12. Advanced Estimation Theory, p.128 --
13. Estimationg a Population Relation, p.138 --
14. Multiple Regression, p.150 --
15. Classical Regression, p.160 --
16. Classical Regression: Interpretation and Application, p.170 --
17. Regression Algebra, p.182 --
18. Multivariable Normal Distribution, p.195 --
19. Classical Normal Regression, p.204 --
20. CNR MODEL: Hypothesis Testing, p.214 --
21. CNR MODEL: Inference with Variance^2 Unknown --
22. Issues in Hypothesis Testing, p.233 --
23. Multicollineariity, p.245 --
24. Regression Strategies, p.254 --
25. Regression with X Random, p.264 --
26. TTime Series, p.274 --
27. Generalized Classical Regression, p.292 --
28. Heteroskedasticity and Autocorrolation, p.300 --
29. Nonlinear Regression, p.308 --
30. Regression Systems, p.323 --
31. Structural Equation Models, p.337 --
32. Simultaneous-Equation Model, p.349 --
33. Identification and Restrictions, p.356 --
34. Estimation in the Simultaneous-Equation Model, p.365 --
Appendix A. Statistical and Data Tables, p.381 --
Appendix B. Getting Started in GAUSS, p.391 --
References, p.397 --
Index, p.399.
Responsibility: Arthur S. Goldberger.
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Abstract:

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.

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This book is an excellent choice for first year graduate econometrics courses because it provides a solid foundation in statistical reasoning in a manner that is both clear and concise. It addresses Read more...

 
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