A Course in Econometrics
By (author) Arthur S. Goldberger
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Course in Econometrics by Arthur S. Goldberger
Book DescriptionThe primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, "A Course in Econometrics" covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets.
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Book DetailsISBN: 9780674175440
(235mm x 155mm x 25mm)
Imprint: Harvard University Press
Publisher: Harvard University Press
Publish Date: 2-Jul-1991
Country of Publication: United States
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Author Biography - Arthur S. Goldberger
Arthur S. Goldberger is Professor of Economics, Emeritus at the University of Wisconsin-Madison.
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