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003 AR-UNSa-BCEJYS
040 _aAR-UNSa-BCEJYS
_bspa
_cAR-UNSa-BCEJYS
080 _a330.43
_xEconometría
245 1 0 _aAn introduction to classical econometric theory
020 _a0-19-511164-8
264 1 _aNew York :
_bOxford University Press
_c2000
300 _axxiv, 951 p.
_c26 cm.
505 _aI. 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
041 _aspa
942 _cBK
590 _aniveau_biblio:m niveau_hierar:0
100 1 _aRuud, Paul A.
856 4 1 _uhttps://biblioeco.unsa.edu.ar/pmb/images/libros/L128625.jpg
_yImagen de portada
_qimage/jpeg
999 _c6064
_d6064