01808 a2200229 4500 56893 20260407155832.0 260407a2000 arg spa d AR-UNSa-BCEJYS AR-UNSa-BCEJYS spa AR-UNSa-BCEJYS 330.43 Econometría An introduction to classical econometric theory 0-19-511164-8 New York : Oxford University Press 2000 xxiv, 951 p. 26 cm. I. Ordinary Least Squares: 1. The Least Squares Linear Fit - 2. The Geometry of Least Squares - 3. Partitioned Fit - 4. Restricted Least Squares - 5. Overview ofc Ordinary Least Squares - II. Linear Regression: 6. Linear Unbiased Estimation - 7. Variances and Covariances - 8. Variances and Covariances of Ordinary Least Squares - 9. Efficient Estimation - 10. Normal Distribution Theory - 11. Hypothesis Testing - 12. Overview of Linear Regression - III. Generalizations of the Linear Model: 13. Non-Normal Distribution Theory - 14. Maximum Likelihood Estimation - 15. Maximum Likelihood Asymptotics - 16. Maximum Likelihood Computation - 17. Maximum Likelihood Statistical Inference - 18. Heteroskedasticity - 19. Serial Correlation - 20. Instrumental Variables Estimation - 21. The Generalized Method of Moments - 22. Generalized Method of Moments Hypothesis Tests - 23. Overview - IV. Latent Variable Models - 24. Panel Data Models - 25. Autoregressive Moving-Average Time Series Models - 26. Simultaneous Equations - 27. Discrete Dependent Variables - 28. Censored and Truncated Variables - 29. Overview spa BK niveau_biblio:m niveau_hierar:0 Ruud, Paul A. https://biblioeco.unsa.edu.ar/pmb/images/libros/L128625.jpg Imagen de portada image/jpeg 6064 6064 0 0 0 0 BCEJYS BCEJYS 16 2026-04-07 0 330.43 R894 L128625 2026-04-07 15:58:32 2026-04-07 L