Statistical Foundations for Econometric Techniques Book

	List of Symbols and Notation
	Introduction
1	Least Squares and Projections	3
2	Maximum Likelihood	21
3	Bayesian Estimators for Regression	47
4	Minimax Estimators	71
5	Robust Regression	95
6	Stringent Tests	127
7	UMP Invariant Hypothesis Tests	155
8	Some Tests for Regression Models	177
9	Applications: F and Related Tests	205
10	Similar Regression Models	233
11	Consistency of Tests and Estimators: Direct Methods	265
12	Consistency of Estimators: Indirect Methods	293
13	Asymptotic Distributions	323
14	More Accurate Asymptotic Approximations	353
15	Asymptotic Optimality of ML and LR	389
16	Simple Examples	417
17	Utilizing Information of Uncertain Validity	451
18	Hierarchical Bayes & the Gibbs Sampler	475
	App. A : The Multivariate Normal Distribution	507
	App. B : Uniformly Most Powerful Tests	517
	App. C : A Review of Decision Theory	533
	Bibliography	541
	Index	563