Advanced econometrics
著者
書誌事項
Advanced econometrics
Basil Blackwell, 1986, c1985
- : pbk
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注記
Includes indexes
References : p. [475]-504
内容説明・目次
- 巻冊次
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ISBN 9780631133452
内容説明
"Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.
- 巻冊次
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: pbk ISBN 9780631155836
目次
Contents 1 Classical least squares theory 2 Recent developments in regression analysis 3 Large sample theory 4 Asymptotic properties of extremum estimators 5 Time series analysis 6 Generalized least squares theory 7 Linear simultaneous equations models 8 Nonlinear simultaneous equations models 9 Qualitative response models 10 Tobit models 11 Markov chain and duration models Appendix 1 Useful theorrems in matrix analysis Appendix 2 Distribution theory Notes References Name index Subject index.
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