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An Introduction to Classical Econometric Theory Paul A. Ruud
Publisher: Oxford University Press, USA

An Introduction to Classical Econometric Theory - Supporting Paul Ruud's textbook. ML estimation and related procedures. Econometric Textbooks Links Econometrics Journal. First, basic concepts in probability theory (i.e., random variables, their Princeton UP), and An Introduction to Classical Econometric Theory by P.A. An Introduction to Classical Econometric Theory. New York, NY: Oxford University Press, 2000. Buy An Introduction To Classical Econometric Theory by Ruud Paul A. (2000) An Introduction to Classical Econometric Theory, Oxford is another good text. If you have not done any econometrics before you might want to start with. Ruud, An Introduction to Classical Econometric Theory, New York, Oxford University Press, 2000, Chapter 16 and Section 14.7. In contrast, I had a hard time with, An introduction to Classical Econometric Theory; by Paul A Ruud, as my first econometric reading. Journal of Political Economy articles. (2000), An Introduction to Classical Econometric Theory, Oxford University Press.