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Econometric Analysis (Broché)

5th edition

  • Pearson

  • Paru le : 01/01/2003
Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding... > Lire la suite
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    • Pearson - 01/01/2001
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Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding of the material. Applied orientation: Students learn how to do econometrics. Balanced coverage of topics: Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more tune series and panel data. Applications and numerical examples: Detailed solutions to applications that show students how to do the computations. Attention to both linear and non-linear techniques: Software has made non-linear estimation easy, inclusion of this information is now available.
    • 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
    • Non-linear 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
  • Date de parution : 01/01/2003
  • Editeur : Pearson
  • ISBN : 0-13-110849-2
  • EAN : 9780131108493
  • Présentation : Broché
  • Nb. de pages : 1026 pages
  • Poids : 1.565 Kg
  • Dimensions : 19,0 cm × 23,4 cm × 3,6 cm
William H. Greene - Econometric Analysis.
Econometric Analysis 5th edition
78,90 €
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