Econometric Analysis

Name: Econometric Analysis
Price: 9.95 USD
Availability: InStock
ISBN: 9780135132456

ISBN-10: 0135132452

ISBN-13: 9780135132456

Edition: 6th 2008

Authors: Greene

List price: $193.33

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Description:

Econometric Analysisi, 6/eserves as a bridge between an introduction to the field of econometrics and the professional literature fornbsp;nbsp;social scientists and other professionals in the fieldnbsp;of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ.This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood,…

Book details

List price: $193.33
Edition: 6th
Copyright year: 2008
Publisher: Prentice Hall PTR
Publication date: 8/7/2007
Binding: Hardcover
Pages: 1152
Size: 8.00" wide x 9.50" long x 1.75" tall
Weight: 4.4



Preface



Introduction



The Classical Multiple Linear Regression Model



Least Squares



Statistical Properties of the Least Squares Estimator



Inference and Prediction



Functional Form and Structural Change



Specification Analysis and Model Selection



Generalized Regression Model and Heteroscedasticity



Models for Panel Data



Systems of Regression Equations



Nonlinear Regression Models



Instrumental Variables Estimation



Simultaneous-Equations Model



Estimation Frameworks in Econometrics



Minimum Distance Estimation and the Generalized Method of Moments



Maximum Likelihood Estimation



Simulation Based Estimation and Inference



Bayesian Estimation and Inference



Serial Correlation



Models With Lagged Variables



Time-Series Models



Nonstationary Data



Models for Discrete Choice



Truncation, Censoring and Sample Selection



Models for Event Counts and Duration



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