Econometric Analysis

ISBN-10: 0130661899

ISBN-13: 9780130661890

Edition: 5th 2003

Authors: Greene

List price: $162.20
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Description:

For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.
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Book details

List price: $162.20
Edition: 5th
Copyright year: 2003
Publisher: Prentice Hall PTR
Publication date: 8/22/2002
Binding: Hardcover
Pages: 1026
Size: 8.25" wide x 9.75" long x 1.50" tall
Weight: 4.180
Language: English

Introduction
The Classical Multiple Linear Regression Model
Least Squares
Finite Sample Properties of the Least Squares Estimator
Large Sample Properties of the Least Squares and Instrumental Variables Estimators
Inference and Prediction
Functional Form and Structural Change
Specification Analysis and Model Selection
Nonlinear Regression Models
Nonspherical Disturbances-The Generalized Regression Model
Heteroscedasticity
Serial Correlation
Models for Panel Data
Systems of Regression Equations
Simultaneous-Equations Models
Estimation Frameworks in Econometrics
Maximum Likelihood Estimation
The Generalized Method of Moments
Models with Lagged Variables
Time-Series Models
Models for Discrete Choice
Limited Dependent Variable and Duration Models
Matrix Algebra
Probability and Distribution Theory
Estimation and Inference
Large Sample Distribution Theory
Computation and Optimization
Data Sets Used in Applications
Statistical Tables
References
Author Index
Subject Index
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