Econometric Analysis
Pearson (Verlag)
978-0-13-513740-6 (ISBN)
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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 concepts.
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
| Erscheint lt. Verlag | 8.1.2008 |
|---|---|
| Sprache | englisch |
| Maße | 188 x 234 mm |
| Gewicht | 1660 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-13-513740-3 / 0135137403 |
| ISBN-13 | 978-0-13-513740-6 / 9780135137406 |
| Zustand | Neuware |
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