Econometric Analysis is intended for a one-year graduate course in econometrics for social scientists. The prerequisites for this course should include calculus, mathematical statistics, andanintroductiontoeconometricsatthelevelof,say,Gujarati’sBasicEcono metrics (McGraw-Hill, 1995) or Wooldridge’s Introductory Econometrics: A Modern Approach [South-Western (2000)]. Self-contained (for our purposes) summaries of the matrix algebra, mathematical statistics, and statistical theory used later in the book are given in Appendices A through D. Appendix E contains a description of numerical methods that will be useful to practicing econometricians.
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