Econometric analysis
著者
書誌事項
Econometric analysis
Pearson Education, c2008
6th ed
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注記
Includes bibliographical references (p. 1099-1146) and indexes
内容説明・目次
内容説明
For first year graduate courses in econometrics for social scientists.
Greene, 6e serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical background.
目次
Preface
Chapter 1 - Introduction
Chapter 2 - The Classical Multiple Linear Regression Model
Chapter 3 - Least Squares
Chapter 4 - Statistical Properties of the Least Squares Estimator
Chapter 5 - Inference and Prediction
Chapter 6 - Functional Form and Structural Change
Chapter 7 - Specification Analysis and Model Selection
Chapter 8 - Generalized Regression Model and Heteroscedasticity
Chapter 9 - Models for Panel Data
Chapter 10 -Systems of Regression Equations
Chapter 11 - Nonlinear Regression Models
Chapter 12 - Instrumental Variables Estimation
Chapter 13 - Simultaneous-Equations Model
Chapter 14 - Estimation Frameworks in Econometrics
Chapter 15 - Minimum Distance Estimation and the Generalized Method of Moments
Chapter 16 - Maximum Likelihood Estimation
Chapter 17 - Simulation Based Estimation and Inference
Chapter 18 - Bayesian Estimation and Inference
Chapter 19 - Serial Correlation
Chapter 20 - Models With Lagged Variables
Chapter 21 - Time-Series Models
Chapter 22 - Nonstationary Data
Chapter 23 - Models for Discrete Choice
Chapter 24 - Truncation, Censoring and Sample Selection
Chapter 25 - Models for Event Counts and Duration
Appendix A: Matrix Algebra
Appendix B: Probability and Distribution Theory
Appendix C: Estimation and Inference
Appendix D: Large Sample Distribution Theory
Appendix E: Computation and Optimization
Appendix F: Data Sets Used in Applications
Appendix G: Statistical Tables
References
Author Index
Subject Index
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