TY  - GEN
AU  - Ruud,Paul A.
TI  - An introduction to classical econometric theory
SN  - 0-19-511164-8
PY  - 2000///
CY  - New York
PB  - Oxford University Press
N1  - 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
UR  - https://biblioeco.unsa.edu.ar/pmb/images/libros/L128625.jpg
ER  -