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Econometric analysis/

Main Author: Greene, William H., 1951-
Format: Book
Language:English
Published: Boston: Pearson, c2012
Edition:7η έκδ.
Series:Management and business studies
Subjects:
Οικονομετρία
Econometrics
Table of Contents:
  • Examples and Applications
  • Preface
  • Part I. The Linear Regression Model
  • Chapter 1. Econometrics
  • Chapter 2. The Linear Regression Model
  • Chapter 3. Least Squares
  • Chapter 4. The Least Squares Estimator
  • Chapter 5. Hypothesis Test and Model Selection
  • Chapter 6. Functional Form and Structural Change
  • Chapter 7. Nonlinear, Semiparametric, and Nonparametric Regression Models
  • Chapter 8. Endogeneity and Instrumental Variable Estimation
  • Part II. Generalized Regression Model and Equation Systems
  • Chapter 9. The Generalized Regression Model and Heteroscedasticity
  • Chapter 10. Systems of Equations
  • Chapter 11. Models for Panel Data
  • Part III. Estimation Methodology
  • Chapter 12. Estimation Frameworks in Econometrics
  • Chapter 13. Minimum Distance Estimation and the Generalized Method of Moments
  • Chapter 14. Maximum Likelihood Estimation
  • Chapter 15. Simulation-Based Estimation and Inference and Random Parameter Models
  • Chapter 16. Bayesian Estimation and Inference
  • Part IV. Cross Sections, Panel Data, and Microeconometrics
  • Chapter 17. Discrete Choice
  • Chapter 18. Discrete Choices and Event Counts
  • Chapter 19. Limited Dependent Variables- Truncation, Censoring, and Sample Selection
  • Part V. Time Series and Macroeconometrics
  • Chpater 20. Serial Correlation
  • Chpater 21. Nonstationary Data
  • Part VI. Appendices
  • Appendix A. Matrix Algebra
  • Appendix B. Probabiltity and Distribution Theory
  • Appendix C. Estimation and Inference
  • Appendix D. Large-Sample Distribution Theory
  • Appendix E. Computation and Optimizations
  • Appendix F. Data Sets Used in Applications
  • References
  • Combined Author and Subject Index

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