Econometric Analysis

Name: Econometric Analysis
Price: 6.75 USD
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ISBN: 9780130661890

ISBN-10: 0130661899

ISBN-13: 9780130661890

Edition: 5th 2003

Authors: Greene

List price: $162.20

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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.

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: 2.992
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