Econometric analysis (Book, 2000) []
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Econometric analysis

Econometric analysis

Author: William H Greene
Publisher: Upper Saddle River, NJ : Prentice Hall Internat., 2000.
Edition/Format:   Print book : English : 4. ed., internat. edView all editions and formats

This text is an introduction to the broad field of econometrics - including basic techniques in regression analysis. It aims to act as an effective bridge between on-the-job problems and the  Read more...

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Material Type: Internet resource
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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