Record Display for the EPA National Library Catalog

RECORD NUMBER: 8 OF 36

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
Description Access URL
Table of contents http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009940516&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Table of contents http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009940516&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
The Alumni and Friends Memorial Book Fund Home Page http://hdl.library.upenn.edu/1017.12/366295
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.