An Introduction to Classical Econometric Theory Book

	Introduction
I	Ordinary Least Squares
1	The Least Squares Linear Fit
2	The Geometry of Least Squares
3	Partitioned Fit
4	Restricted Least Squares
5	Overview of Ordinary Least Squares
II	Linear Regression
6	Linear Unbiased Estimation
7	Variances and Covariances
8	Variances and Covariances of OLS
9	Efficient Estimation
10	Normal Distribution Theory
11	Hypothesis Testing
12	Overview of Linear Regression
III	Generalizations of the Linear Model
13	Non-Normal Distribution Theory
14	Maximum Likelihood Estimation
15	ML Asymptotics
16	ML Computation
17	ML Statistical Inference
18	Heteroskedasticity
19	Serial Correlation
20	IV Estimation
21	The Generalized Method of Moments
22	GMM Hypothesis Tests
23	Overview
IV	Latent Variable Models
24	Panel Data Models
25	ARMA Time Series Models
26	Simultaneous Equations
27	Discrete Dependent Variables
28	Censored and Truncated Variables
29	Overview
	App. A. Abbreviations and Acronyms
	App. B. Notation
App. C	Linear Algebra and Matrix Theory
App. D	Probability
	App. E. Classical Studies
App. F	Noncentral Distributions
App. G	Multivariate Differentiation
App. H	Characteristic Functions