Edition: 5th 2003
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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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $162.20
Copyright year: 2003
Publisher: Prentice Hall PTR
Publication date: 8/22/2002
Size: 8.25" wide x 9.75" long x 1.50" tall
|The Classical Multiple Linear Regression Model|
|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|
|Models for Panel Data|
|Systems of Regression Equations|
|Estimation Frameworks in Econometrics|
|Maximum Likelihood Estimation|
|The Generalized Method of Moments|
|Models with Lagged Variables|
|Models for Discrete Choice|
|Limited Dependent Variable and Duration Models|
|Probability and Distribution Theory|
|Estimation and Inference|
|Large Sample Distribution Theory|
|Computation and Optimization|
|Data Sets Used in Applications|