Elements of econometrics - Kmenta, Jan (Ann Arbor University of Michigan Press, 1997)
Contents: PART 1: Basic Statistical Theory - Introduction to Statistical Inference - - Experimental Derivation of Sampling Distributions - - Probability and Probability Distributions - - Theoretical Derivation of Sampling Distributions - - Tests of Hypotheses - - Estimation - - Part 2: Basic Econometric Theory - Simple Regression - - Violations of Basic Assumptions - - Estimation with Deficient Data - - Multiple Regression - - Formulation and Estimation of Special Models - - Generalized Linear Regression Model and Its Applications - - Simultaneous Equation Systems.
Keywords: Econometrics; Statistics