Econometric analysis
Author: Greene, William H. Publisher: Pearson Education, 2008.Edition: 6th ed.Language: EnglishDescription: 1178 p. : Graphs/Ill. ; 24 cm.ISBN: 9780135132456 ; 9780135137406Type of document: BookNote: Doriot: for 2014-2015 courses Bibliography/Index: Includes bibliographical references and index
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Asia Campus Textbook Collection (PhD) |
HB139 .G74 2008
(Browse shelf) 900235297 |
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Asia Campus Textbook Collection (PhD) |
HB139 .G74 2008
(Browse shelf) 900198561 |
Consultation only | 900198561 | |||
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Asia Campus Textbook Collection (PhD) |
HB139 .G74 2008
(Browse shelf) 900198578 |
Available | 900198578 | |||
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Europe Campus Main Collection |
HB139 .G74 2008
(Browse shelf) 32419001294231 |
Available | 32419001294231 | |||
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Europe Campus Main Collection |
HB139 .G74 2008
(Browse shelf) 32419001294170 |
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Europe Campus Main Collection |
HB139 .G74 2008
(Browse shelf) 32419001197569 |
Available | 32419001197569 | |||
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Middle East Campus Main Collection |
HB139 .G74 2008
(Browse shelf) 500001835 |
Available | 500001835 |
Doriot: for 2014-2015 courses
Includes bibliographical references and index
Digitized
Econometrics Analysis Brief Contents Examples and Applications Preface xxxiii 1 xxvi Part I The Linear Regression Model 8 43 Chapter 1 Introduction Chapter 3 Least Squares Chapter 2 The Classical Multiple Linear Regression Model 20 81 106 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 133 Part II Chapter 8 The Generalized Regression Model The Generalized Regression Model and Heteroscedasticity 180 252 285 148 Chapter 9 Models for Panel Data Chapter 10 Systems of Regression Equations Chapter 11 Nonlinear Regressions and Nonlinear Least Squares Part III Instrumental Variables and Simultaneous Equation Models 314 354 Chapter 12 Instrumental Variables Estimation Chapter 13 Simultaneous Equations Models Part IV Estimation Methodology 398 Chapter 14 Estimation Frameworks in Econometrics Method of Moments 428 Chapter 16 Maximum Likelihood Estimation Chapter 18 Bayesian Estimation and Inference Chapter 15 Minimum Distance Estimation and the Generalized 482 573 600 Chapter 17 Simulation-Based Estimation and Inference Part V Time Series and Macroeconometrics 626 670 Chapter 19 Serial Correlation Chapter 20 Models with Lagged Variables Chapter 21 Time-Series Models Chapter 22 Nonstationary Data 715 739 Part VI Cross Sections, Panel Data, and Microeconometrics 770 863 906 Chapter 23 Models for Discrete Choice Chapter 24 Truncation, Censoring, and Sample Selection Chapter 25 Models for Event Counts and Duration Part VII Appendices 945 987 1038 1061 1081 1019 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 References Author Index Subject Index 1099 1147 1154 1093
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