Econometric Analysis 6e PIE - Greene, William H.

Econometric Analysis 6e PIE

William H. Greene

Yayınevi: Pearson Education

Yayın tarihi: 01/2008

ISBN: 9780135137406

İngilizce | 1216 Sayfa | Büyük boy  |  235 mm x 191 mm

Tür: Ekonomi

Contents
Chapter 1 – Introduction
Chapter 2 – The Classical Multiple Linear Regression Model
Chapter 3 – Least Squares
Chapter 4 – Statistical Properties of the Least Squares Estimator
Chapter 5 – Inference and Prediction
Chapter 6 – Functional Form and Structural Change
Chapter 7 – Specification Analysis and Model Selection
Chapter 8 – Generalized Regression Model and Heteroscedasticity
Chapter 9 – Models for Panel Data
Chapter 10 –Systems of Regression Equations
Chapter 11 – Nonlinear Regression Models
Chapter 12 – Instrumental Variables Estimation
Chapter 13 – Simultaneous-Equations Model
Chapter 14 – Estimation Frameworks in Econometrics
Chapter 15 – Minimum Distance Estimation and the Generalized Method of Moments
Chapter 16 – Maximum Likelihood Estimation
Chapter 17 – Simulation Based Estimation and Inference
Chapter 18 – Bayesian Estimation and Inference
Chapter 19 – Serial Correlation
Chapter 20 – Models With Lagged Variables
Chapter 21 – Time-Series Models
Chapter 22 – Nonstationary Data
Chapter 23 – Models for Discrete Choice
Chapter 24 – Truncation, Censoring and Sample Selection
Chapter 25 – Models for Event Counts and Duration
Appendix A: Matrix Algebra
Appendix B: Probability and Distribution Theory
Appendix C: Estimation and Inference
Appendix D: Large Sample Distribution Theory
Appendix E: Computation and Optimization
Appendix F: Data Sets Used in Applications
Appendix G: Statistical Tables
Author Index Subject Index

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