Econometric Analysis

Name: Econometric Analysis
Price: 78.9 EUR
Availability: Instock
Author: William H. Greene
ISBN: 9780131108493

5th edition

William H. Greene

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William H. Greene - Econometric Analysis.

Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding... Lire la suite

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Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding of the material. Applied orientation: Students learn how to do econometrics. Balanced coverage of topics: Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more tune series and panel data. Applications and numerical examples: Detailed solutions to applications that show students how to do the computations. Attention to both linear and non-linear techniques: Software has made non-linear estimation easy, inclusion of this information is now available.

- The Classical Multiple Linear Regression Model
- Least Squares
- Finite-Sample Properties of the Least Squares Estimator
- Large-Sample Properties of the Least Squares and Instrumental Variables Estimators
- Inference and Prediction
- Functional Form and Structural Change
- Specification Analysis and Model Selection
- Non-linear Regression Models
- Nonspherical Disturbances-The Generalized Regression Model
- Heteroscedasticity
- Serial Correlation
- Models for Panel Data
- Systems of Regression Equations
- Simultaneous-Equations Models
- Estimation Frameworks in Econometrics
- Maximum Likelihood Estimation
- The Generalized Method of Moments
- Models with Lagged Variables
- Time-Series Models
- Models for Discrete Choice
- Limited Dependent Variable and Duration Models