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Material Type: | Internet resource |
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Document Type: | Book, Internet Resource |
All Authors / Contributors: |
William H Greene |
ISBN: | 0130132977 9780130132970 0130141313 9780130141316 0130156795 9780130156792 |
OCLC Number: | 246188440 |
Notes: | Literaturverz. S. 963 - 988. |
Description: | XXV, 1004 Seiten : Diagramme + 1 CD-ROM |
Contents: | 1. Introduction. 2. Matrix Algebra. 3. Probability and Distribution Theory. 4. Statistical Inference. 5. Computation and Optimization. 6. The Classical Multiple Linear Regression Model: Specification and Estimation. 7. Inference and Prediction. 8. Functional Form, Nonlinearity, and Specification. 9. Large-Sample Results and Alternative Estimators for the Classical Regression Model. 10. Nonlinear Regression Models. 11. Nonspherical Disturbances, Generalized Regression, and GMM Estimation. 12. Heteroscedasticity. 13. Autocorrelated Disturbances. 14. Models for Panel Data. 15. Systems of Regression Equations. 16. Simultaneous Equations Models. 17. Regressions with Lagged Variables. 18. Time-Series Models. 19. Models with Discrete Dependent Variables. 20. Limited Dependent Variable and Duration Models. Appendix A. Data Sets Used in Applications. Appendix B. Statistical Tables. References. Author Index. Subject Index. |
Responsibility: | William H. Greene. |
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