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An Introduction to Classical Econometric Theory
Author(s): Paul A. Ruud (Author)
- Publisher: OUP USA
- Publication Date: 30 Mar. 2000
- Edition: Illustrated
- Language: English
- Print length: 976 pages
- ISBN-10: 0195111648
- ISBN-13: 9780195111644
Book Description
This book is designed to fill the gap between introductory undergraduate texts and advanced texts for graduate students. Its comprehensive coverage ensures that readers understand both the ‘how’ and the ‘why’ of econometrics, as it explains not only the mathematical techniques for econometric problem-solving but also the mathematical foundations of the discipline. Developed with careful pedagogical methodology throughout, the text makes full use of empirical examples and includes appendices providing ‘ready reference’ and refresher courses on basic mathematics, as well as further material for the more advanced student.
Editorial Reviews
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It is an excellent text with very few weaknesses and I strongly recommend it. ― R Blundell, University College London
A useful book that provides all the necessary mathematical tools for graduate students to analyse data obtained from repeatable experiments. ―
Aslib Book Guide, Vol.65, Aug. 2000.Book gives a deep insight into the foundation of modern econometrics ―
Dr Hannes Winner, University of InnsbruckExcellent exposition, great clarity; coherency ―
Luc Bauwens, University of LourainVery advanced textbook which covers all aspects of classical econometric theory ―
Josef Forsterer, University of LinzRuud’s book is very original, innovative and clear ―
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