Holdings: Econometric analysis

Econometric analysis:

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Bibliographic Details
Main Author:	Greene, William 1951- (Author)
Format:	Book
Language:	English
Published:	Upper Saddle River, NJ Pearson 2008
Edition:	6. ed., internat. ed.
Subjects:	Econometrie Econometrics Mathematische Methode Ökonometrie Aufgabensammlung Lehrbuch
Online Access:	Inhaltsverzeichnis Inhaltsverzeichnis
Physical Description:	XXXVII, 1178 S. graph. Darst.
ISBN:	9780135132456 0135132452

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MARC


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Record in the Search Index

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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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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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