Econometric theory and methods/
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York ; Oxford:
Oxford University Press,
c2009
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| Edition: | International ed. |
| Subjects: |
Table of Contents:
- Regression models
- The geometry of linear regression
- The statistical properties of ordinary least squares
- Hypothesis testing in linear regression models
- Confidence intervals
- Nonlinear regression
- Generalized least squares and related topics
- Instrumental variables estimation
- The generalized method of moments
- The method of maximum likehood
- Discrete and limited dependent variables
- Multivariate models
- Methods for stationary time-series data
- Unit roots and cointegration
- Testing the specificaiton of econometric models.