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An Introduction to Classical Econometric Theory
Contributor(s): Ruud, Paul A. (Author)

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ISBN: 0195111648     ISBN-13: 9780195111644
Publisher: Oxford University Press, USA
OUR PRICE: $257.24  

Binding Type: Hardcover
Published: March 2000
* Out of Print *

Annotation: In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making
econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than
simultaneously as in other texts. Part III contains generalizations of the classical linear regression model and Part IV develops the latent variable models that distinguish econometrics from statistics. To motivate formal results in a chapter, the author begins with substantive empirical examples.
Main results are followed by illustrative special cases; technical proofs appear toward the end of each chapter. Intended for a graduate audience, An Introduction to Classical Econometric Theory fills the gap between introductory and more advanced texts. It is the most conceptually complete text for
graduate econometrics courses and will play a vital role in graduate instruction.
Additional Information
BISAC Categories:
- Business & Economics | Econometrics
- Business & Economics | Economics - General
Dewey: 330.015
LCCN: 99089456
Physical Information: 1.67" H x 7.92" W x 9.63" L (3.72 lbs) 976 pages
Features: Bibliography, Illustrated, Index
 
Descriptions, Reviews, Etc.
Publisher Description:
In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making
econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than
simultaneously as in other texts. Part III contains generalizations of the classical linear regression model and Part IV develops the latent variable models that distinguish econometrics from statistics. To motivate formal results in a chapter, the author begins with substantive empirical examples.
Main results are followed by illustrative special cases; technical proofs appear toward the end of each chapter. Intended for a graduate audience, An Introduction to Classical Econometric Theory fills the gap between introductory and more advanced texts. It is the most conceptually complete text for
graduate econometrics courses and will play a vital role in graduate instruction.
 
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