Econometric analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Upper Saddle River, NJ
Prentice Hall
2003
|
| Ausgabe: | 5. ed., internat. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXX, 1026 S. graph. Darst. |
| ISBN: | 0131108492 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | Titel: Econometric analysis
Autor: Greene, William H.
Jahr: 2003
BRIEF CONTENTS
Preface xxvii
Chapter I Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 7
Chapter 3 Least Squares 19
Chapter 4 Finite-Sample Properties of the Least Squares Estimator 41
Chapter 5 Large-Sample Properties of the Least Squares and Instrumental
Variables Estimators 65
Chapter 6 Inference and Prediction 93
Chapter 7 Functional Form and Structural Change 116
Chapter 8 Specification Analysis and Model Selection 148
Chapter 9 Nonlinear Regression Models 162
Chapter 10 Nonspherical Disturbances—The Generalized
Regression Model 191
Chapter 11 Heteroscedasticity 215
Chapter 12 Serial Correlation 250
Chapter 13 Models for Panel Data 283
Chapter 14 Systems of Regression Equations 339
Chapter 15 Simultaneous-Equations Models 378
Chapter 16 Estimation Frameworks in Econometrics 425
Chapter 17 Maximum Likelihood Estimation 468
Chapter 18 The Generalized Method of Moments 525
Chapter 19 Models with Lagged Variables 558
Chapter 20 Time-Series Models 608
Chapter 21 Models for Discrete Choice 663
Chapter 22 Limited Dependent Variable and Duration Models 756
Appendix A Matrix Algebra 803
Appendix  Probability and Distribution Theory 845
Appendix C Estimation and Inference 877
Appendix D Large Sample Distribution Theory 896
viü Brief Contents
Appendix E Computation and Optimization 919
Appendix F Data Sets Used in Applications 946
Appendix G Statistical Tables 953
References 959
Author Index 995
Subject Index 1002
|
| adam_txt |
Titel: Econometric analysis
Autor: Greene, William H.
Jahr: 2003
BRIEF CONTENTS
Preface xxvii
Chapter I Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 7
Chapter 3 Least Squares 19
Chapter 4 Finite-Sample Properties of the Least Squares Estimator 41
Chapter 5 Large-Sample Properties of the Least Squares and Instrumental
Variables Estimators 65
Chapter 6 Inference and Prediction 93
Chapter 7 Functional Form and Structural Change 116
Chapter 8 Specification Analysis and Model Selection 148
Chapter 9 Nonlinear Regression Models 162
Chapter 10 Nonspherical Disturbances—The Generalized
Regression Model 191
Chapter 11 Heteroscedasticity 215
Chapter 12 Serial Correlation 250
Chapter 13 Models for Panel Data 283
Chapter 14 Systems of Regression Equations 339
Chapter 15 Simultaneous-Equations Models 378
Chapter 16 Estimation Frameworks in Econometrics 425
Chapter 17 Maximum Likelihood Estimation 468
Chapter 18 The Generalized Method of Moments 525
Chapter 19 Models with Lagged Variables 558
Chapter 20 Time-Series Models 608
Chapter 21 Models for Discrete Choice 663
Chapter 22 Limited Dependent Variable and Duration Models 756
Appendix A Matrix Algebra 803
Appendix  Probability and Distribution Theory 845
Appendix C Estimation and Inference 877
Appendix D Large Sample Distribution Theory 896
viü Brief Contents
Appendix E Computation and Optimization 919
Appendix F Data Sets Used in Applications 946
Appendix G Statistical Tables 953
References 959
Author Index 995
Subject Index 1002 |
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| index_date | 2024-07-02T16:11:07Z |
| indexdate | 2024-07-09T20:49:00Z |
| institution | BVB |
| isbn | 0131108492 |
| language | English |
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| physical | XXX, 1026 S. graph. Darst. |
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| spelling | Greene, William 1951- Verfasser (DE-588)124700551 aut Econometric analysis William H. Greene 5. ed., internat. ed. Upper Saddle River, NJ Prentice Hall 2003 XXX, 1026 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometria larpcal Econometrie gtt Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Mathematische Methode (DE-588)4155620-3 gnd rswk-swf (DE-588)4143389-0 Aufgabensammlung gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Mathematische Methode (DE-588)4155620-3 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015212817&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Greene, William 1951- Econometric analysis Econometria larpcal Econometrie gtt Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd Mathematische Methode (DE-588)4155620-3 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4155620-3 (DE-588)4143389-0 |
| title | Econometric analysis |
| title_auth | Econometric analysis |
| title_exact_search | Econometric analysis |
| title_exact_search_txtP | Econometric analysis |
| title_full | Econometric analysis William H. Greene |
| title_fullStr | Econometric analysis William H. Greene |
| title_full_unstemmed | Econometric analysis William H. Greene |
| title_short | Econometric analysis |
| title_sort | econometric analysis |
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