Econometric analysis
Author(s)
Bibliographic Information
Econometric analysis
Pearson Education, c2008
6th ed
Available at / 64 libraries
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Library, Institute of Developing Economies, Japan External Trade Organization図
G||330.11||E1316844409
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Note
Includes bibliographical references (p. 1099-1146) and indexes
Description and Table of Contents
Description
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.
Table of Contents
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
by "Nielsen BookData"