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Econometric analysis / William H. Greene.

By: Greene, William H.
Material type: TextTextPublisher: Upper Saddle River, N.J. : Pearson/Prentice Hall, c2008Edition: 6th ed.Description: xxxvii, 1178 p. : ill. ; 25 cm.ISBN: 9780135132456 ; 0135132452 ; 9780135137406 ; 0135137403.Subject(s): EconometricsDDC classification: 330.015195 Online resources: Table of contents only | Ebook Fulltext | WorldCat details
Contents:
Table of contents PrefaceChapter 1 - IntroductionChapter 2 - The Classical Multiple Linear Regression ModelChapter 3 - Least SquaresChapter 4 - Statistical Properties of the Least Squares EstimatorChapter 5 - Inference and PredictionChapter 6 - Functional Form and Structural ChangeChapter 7 - Specification Analysis and Model SelectionChapter 8 - Generalized Regression Model and HeteroscedasticityChapter 9 - Models for Panel DataChapter 10 -Systems of Regression EquationsChapter 11 - Nonlinear Regression ModelsChapter 12 - Instrumental Variables EstimationChapter 13 - Simultaneous-Equations ModelChapter 14 - Estimation Frameworks in EconometricsChapter 15 - Minimum Distance Estimation and the Generalized Method of MomentsChapter 16 - Maximum Likelihood EstimationChapter 17 - Simulation Based Estimation and InferenceChapter 18 - Bayesian Estimation and InferenceChapter 19 - Serial CorrelationChapter 20 - Models With Lagged VariablesChapter 21 - Time-Series ModelsChapter 22 - Nonstationary DataChapter 23 - Models for Discrete ChoiceChapter 24 - Truncation, Censoring and Sample SelectionChapter 25 - Models for Event Counts and DurationAppendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used in ApplicationsAppendix G: Statistical TablesReferencesAuthor IndexSubject Index
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Non-fiction 330.015195 GRE 2008 (Browse shelf) Not for loan
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Previous ed.: 2003.

Includes bibliographical references (p. 1099-1146) and indexes.

Table of contents PrefaceChapter 1 - IntroductionChapter 2 - The Classical Multiple Linear Regression ModelChapter 3 - Least SquaresChapter 4 - Statistical Properties of the Least Squares EstimatorChapter 5 - Inference and PredictionChapter 6 - Functional Form and Structural ChangeChapter 7 - Specification Analysis and Model SelectionChapter 8 - Generalized Regression Model and HeteroscedasticityChapter 9 - Models for Panel DataChapter 10 -Systems of Regression EquationsChapter 11 - Nonlinear Regression ModelsChapter 12 - Instrumental Variables EstimationChapter 13 - Simultaneous-Equations ModelChapter 14 - Estimation Frameworks in EconometricsChapter 15 - Minimum Distance Estimation and the Generalized Method of MomentsChapter 16 - Maximum Likelihood EstimationChapter 17 - Simulation Based Estimation and InferenceChapter 18 - Bayesian Estimation and InferenceChapter 19 - Serial CorrelationChapter 20 - Models With Lagged VariablesChapter 21 - Time-Series ModelsChapter 22 - Nonstationary DataChapter 23 - Models for Discrete ChoiceChapter 24 - Truncation, Censoring and Sample SelectionChapter 25 - Models for Event Counts and DurationAppendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used in ApplicationsAppendix G: Statistical TablesReferencesAuthor IndexSubject Index

Economics

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