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Econometric analysis.

Author: William H Greene
Publisher: Upper Saddle River, N.J. : Pearson Education, Inc., 2002.
Edition/Format:   Print book : English : 5thView all editions and formats
Summary:

Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more time series and panel data, covering applications and numerical examples. This book gives solutions to applications that  Read more...

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Document Type: Book
All Authors / Contributors: William H Greene
ISBN: 817758684X 9788177586848 0131108492 9780131108493
OCLC Number: 795844435
Language Note: English.
Description: xxx, 1026 pages : illustrations ; 25 cm
Contents: 1. Introduction. 2. The Classical Multiple Linear Regression Model. 3. Least Squares. 4. Finite Sample Properties of the Least Squares Estimator. 5. Large Sample Properties of the Least Squares and Instrumental Variables Estimators. 6. Inference and Prediction. 7. Functional Form and Structural Change. 8. Specification Analysis and Model Selection. 9. Nonlinear Regression Models. 10. Nonspherical Disturbances-The Generalized Regression Model. 11. Heteroscedasticity. 12. Serial Correlation. 13. Models for Panel Data. 14. Systems of Regression Equations. 15. Simultaneous-Equations Models. 16. Estimation Frameworks in Econometrics. 17. Maximum Likelihood Estimation. 18. The Generalized Method of Moments. 19. Models with Lagged Variables. 20. Time-Series Models. 21. Models for Discrete Choice. 22. Limited Dependent Variable and Duration Models. 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.

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