Econometric analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Upper Saddle River, NJ
Pearson
2008
|
| Ausgabe: | 6. ed., internat. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | XXXVII, 1178 S. graph. Darst. |
| ISBN: | 9780135132456 0135132452 |
Internformat
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| 250 | |a 6. ed., internat. ed. | ||
| 264 | 1 | |a Upper Saddle River, NJ |b Pearson |c 2008 | |
| 300 | |a XXXVII, 1178 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1805077956594237440 |
|---|---|
| adam_text |
BRIEF
CONTENTS
Examples and Applications
Preface
xxxiii
xxvi
Part I The Linear Regression Model
Chapter
1
Introduction
1
Chapter
2
The Classical Multiple Linear Regression Model
8
Chapter
3
Least Squares
20
Chapter
4
Statistical Properties of the Least Squares Estimator
43
Chapter
5
Inference and Prediction
81
Chapter
6
Functional Form and Structural Change
106
Chapter
7
Specification Analysis and Model Selection
133
Part II The Generalized Regression Model
Chapter
8
The Generalized Regression Model and Heteroscedasticity
148
Chapter
9
Models for Panel Data
180
Chapter
10
Systems of Regression Equations
252
Chapter
11
Nonlinear Regressions and Nonlinear Least Squares
285
Part III Instrumental Variables and Simultaneous Equation Models
Chapter
12
Instrumental Variables Estimation
314
Chapter
13
Simultaneous Equations Models
354
Part IV Estimation Methodology
Chapter
14
Estimation Frameworks in Econometrics
398
Chapter
15
Minimum Distance Estimation and the Generalized
Method of Moments
428
Chapter
16
Maximum Likelihood Estimation
482
Chapter
17
Simulation-Based Estimation and Inference
573
Chapter
18
Bayesian Estimation and Inference
600
Part V Time Series and Macroeconometrics
Chapter
19
Serial Correlation
626
Chapter
20
Models with Lagged Variables
670
Chapter
21
Time-Series Models
715
Chapter
22
Nonstationary Data
739
Part VI Cross Sections, Panel Data, and Microeconometrics
Chapter
23
Models for Discrete Choice
770
Chapter
24
Truncation, Censoring, and Sample Selection
863
Chapter
25
Models for Event Counts and Duration
906
Part
VII
Appendices
Appendix A Matrix Algebra
945
Appendix
В
Probability and Distribution-Theory
987
Appendix
С
Estimation and Inference
1019
Appendix
D
Large-Sample Distribution Theory
1038
Appendix
E
Computation and Optimization
1061
Appendix
F Data
Sets Used in Applications
1081
Appendix
G
Statistical Tables
1093
References
1099
Author Index
1147
Subject Index
1154 |
| adam_txt |
BRIEF
CONTENTS
Examples and Applications
Preface
xxxiii
xxvi
Part I The Linear Regression Model
Chapter
1
Introduction
1
Chapter
2
The Classical Multiple Linear Regression Model
8
Chapter
3
Least Squares
20
Chapter
4
Statistical Properties of the Least Squares Estimator
43
Chapter
5
Inference and Prediction
81
Chapter
6
Functional Form and Structural Change
106
Chapter
7
Specification Analysis and Model Selection
133
Part II The Generalized Regression Model
Chapter
8
The Generalized Regression Model and Heteroscedasticity
148
Chapter
9
Models for Panel Data
180
Chapter
10
Systems of Regression Equations
252
Chapter
11
Nonlinear Regressions and Nonlinear Least Squares
285
Part III Instrumental Variables and Simultaneous Equation Models
Chapter
12
Instrumental Variables Estimation
314
Chapter
13
Simultaneous Equations Models
354
Part IV Estimation Methodology
Chapter
14
Estimation Frameworks in Econometrics
398
Chapter
15
Minimum Distance Estimation and the Generalized
Method of Moments
428
Chapter
16
Maximum Likelihood Estimation
482
Chapter
17
Simulation-Based Estimation and Inference
573
Chapter
18
Bayesian Estimation and Inference
600
Part V Time Series and Macroeconometrics
Chapter
19
Serial Correlation
626
Chapter
20
Models with Lagged Variables
670
Chapter
21
Time-Series Models
715
Chapter
22
Nonstationary Data
739
Part VI Cross Sections, Panel Data, and Microeconometrics
Chapter
23
Models for Discrete Choice
770
Chapter
24
Truncation, Censoring, and Sample Selection
863
Chapter
25
Models for Event Counts and Duration
906
Part
VII
Appendices
Appendix A Matrix Algebra
945
Appendix
В
Probability and Distribution-Theory
987
Appendix
С
Estimation and Inference
1019
Appendix
D
Large-Sample Distribution Theory
1038
Appendix
E
Computation and Optimization
1061
Appendix
F Data
Sets Used in Applications
1081
Appendix
G
Statistical Tables
1093
References
1099
Author Index
1147
Subject Index
1154 |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 6. ed., internat. ed. |
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| isbn | 9780135132456 0135132452 |
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| spelling | Greene, William 1951- Verfasser (DE-588)124700551 aut Econometric analysis William H. Greene 6. ed., internat. ed. Upper Saddle River, NJ Pearson 2008 XXXVII, 1178 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometrie gtt Econometrics Mathematische Methode (DE-588)4155620-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf 1\p (DE-588)4143389-0 Aufgabensammlung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Mathematische Methode (DE-588)4155620-3 s 3\p DE-604 http://www.gbv.de/dms/bsz/toc/bsz27370026xinh.pdf Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016065847&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Greene, William 1951- Econometric analysis Econometrie gtt Econometrics Mathematische Methode (DE-588)4155620-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4155620-3 (DE-588)4132280-0 (DE-588)4143389-0 (DE-588)4123623-3 |
| 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 |
| topic | Econometrie gtt Econometrics Mathematische Methode (DE-588)4155620-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrie Econometrics Mathematische Methode Ökonometrie Aufgabensammlung Lehrbuch |
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