| Main Title |
Econometric analysis / |
| Author |
Greene, William H.,
|
| Publisher |
Prentice Hall, |
| Year Published |
2003 |
| OCLC Number |
50252029 |
| ISBN |
0130661899; 9780130661890; 0131108492; 9780131108493 |
| Subjects |
Econometrics ;
Econometrie ;
èOkonometrie--(DE-588)4132280-0 ;
Econometria ;
âEconométrie--Manuels d'enseignement supérieur ;
Econometria--larpcal
|
| Internet Access |
|
| Holdings |
| Library |
Call Number |
Additional Info |
Location |
Last
Modified |
Checkout
Status |
| EKBM |
HB139.G74 2003 |
|
Research Triangle Park Library/RTP, NC |
03/24/2006 |
|
| Edition |
5th ed. |
| Collation |
xxx, 1026 pages : illustrations ; 25 cm |
| Notes |
Includes bibliographical references (pages 959-994) and indexes. |
| Contents Notes |
1. Introduction -- 2. The classical multiple linear regression model -- 3. Least squares -- 4. Finite-sample properties of the least squares estimator -- 5. Large-sample properties of the least squares and instrumental variables estimators -- 6. Inference and prediction -- 7. Functional form and structural change -- 8. Specification analysis and model selection -- 9. Nonlinear regression models -- 10. Nonspherical disturbances: The generalized regression model -- 11. Heteroscedasticity -- 12. Serial correlation -- 13. Models for panel data -- 14. Systems of regression equations -- 15. Simultaneous-equations models -- 16. Estimation frameworks in econometrics -- 17. Maximum likelihood estimation -- 18. The generalized method of moments -- 19. Models with lagged variables -- 20. Time-series models -- 21. Models for discrete choice -- 22. Limited dependent variable and duration models -- Appendixes: -- A. Matrix algebra -- B. Probability and distribution theory -- C. Estimation and inference -- D. Large sample distribution theory -- E. Computation and optimization -- F. Data sets used in applications -- G. Statistical tables. |
