Opis: Econometric Analysis International Edition - William H. Greene, Greene

For first year graduate courses in econometrics for social scientists. Greene, 6e serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical concepts.Preface 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 References Author Index Subject Index

Szczegóły: Econometric Analysis International Edition - William H. Greene, Greene

Tytuł: Econometric Analysis International Edition
Autor: William H. Greene, Greene
Producent: Prentice Hall
ISBN: 9780135137406
Rok produkcji: 2007
Ilość stron: 1216
Oprawa: Miękka
Waga: 1.66 kg

Recenzje: Econometric Analysis International Edition - William H. Greene, Greene