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Econometric Analysis William H. Greene

Econometric Analysis von William H. Greene

Econometric Analysis William H. Greene


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Zusammenfassung

This text is an introduction to the broad field of econometrics - including basic techniques in regression analysis. It aims to act as an effective bridge between on-the-job problems and the professional literature.

Econometric Analysis Zusammenfassung

Econometric Analysis: International Edition William H. Greene

For graduate-level courses in Introduction to Econometrics.

A standard text/reference in courses that include basic techniques in regression analysis and extensions used when linear models prove inadequate or inappropriate. Areas of application include Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics. This book introduces students to the broad field of applied econometrics. An effective bridge to both on-the-job problems and to the professional literature, it features extensive applications and presents sufficient theoretical background to enable students to recognize new variants of the models that they learn about here as merely natural extensions that fit within a common body of principles.

Inhaltsverzeichnis



1. Introduction.


2. Matrix Algebra.


3. Probability and Distribution Theory.


4. Statistical Inference.


5. Computation and Optimization.


6. The Classical Multiple Linear Regression Model: Specification and Estimation.


7. Inference and Prediction.


8. Functional Form, Nonlinearity, and Specification.


9. Large-Sample Results and Alternative Estimators for the Classical Regression Model.


10. Nonlinear Regression Models.


11. Nonspherical Disturbances, Generalized Regression, and GMM Estimation.


12. Heteroscedasticity.


13. Autocorrelated Disturbances.


14. Models for Panel Data.


15. Systems of Regression Equations.


16. Simultaneous Equations Models.


17. Regressions with Lagged Variables.


18. Time-Series Models.


19. Models with Discrete Dependent Variables.


20. Limited Dependent Variable and Duration Models.


Appendix A. Data Sets Used in Applications.


Appendix B. Statistical Tables.


References.


Author Index.


Subject Index.

Zusätzliche Informationen

GOR001882617
9780130156792
0130156795
Econometric Analysis: International Edition William H. Greene
Gebraucht - Sehr Gut
Gebundene Ausgabe
Pearson Education (US)
1999-09-13
1040
N/A
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