Econometric analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Harlow, England ; London ; New York
Pearson
[2020]
|
| Ausgabe: | Eighth edition, global edition |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 1166 Seiten Diagramme |
| ISBN: | 9781292231136 1292231130 |
Internformat
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Datensatz im Suchindex
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| adam_text |
BRIEF CONTENTS
Part I
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Part II
Chapter 9
Chapter 10
Chapter 11
Part III
Chapter 12
Chapter 13
Chapter 14
Chapter 15
Chapter 16
Part IV
Chapter 17
Examples and Applications
Preface
The Linear Regression Mode!
Econometrics 1
The Linear Regression Model 12
Least Squares Regression 28
Estimating the Regression Model by Least Squares 54
Hypothesis Tests and Model Selection 113
Functional Form, Difference in Differences, and Structural
Change 153
Nonlinear, Semiparametric, and Nonparametric Regression
Models 202
Endogeneity and Instrumental Variable Estimation 242
Generalized Regression Model and Equation Systems
The Generalized Regression Model and Heteroscedasticity 297
Systems of Regression Equations 326
Models for Panel Data 373
Estimation Methodology
Estimation Frameworks in Econometrics 465
Minimum Distance Estimation and the Generalized Method of
Moments 488
Maximum Likelihood Estimation 537
Simulation-Based Estimation and Inference and Random Parameter
Models 641
Bayesian Estimation and Inference 694
Cross Sections, Panel Data, and Microeconometrics
Binary Outcomes and Discrete Choices 725
iii
îv
Brief Contents
Chapter 18 Multinomial Choices and Event Counts 826
Chapter 19 Limited Dependent Variables—Truncation, Censoring, and
Sample Selection 918
Part V Time Series and Macroeconometrics
Chapter 20 Serial Correlation 981
Chapter 21 Nonstationary Data 1022
References 1054
Index 1098
Part VI Online Appendices
Appendix A
Appendix B
Appendix C
Appendix D
Appendix E
Appendix F
Matrix Algebra A-l
Probability and Distribution Theory B-l
Estimation and Inference C-l
Large-Sample Distribution Theory D-l
Computation and Optimization E-l
Data Sets Used in Applications F-l |
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| isbn | 9781292231136 1292231130 |
| language | English |
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| spelling | Greene, William 1951- Verfasser (DE-588)124700551 aut Econometric analysis William H. Greene, The Stern School of Business, New York University Eighth edition, global edition Harlow, England ; London ; New York Pearson [2020] © 2020 1166 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Mathematische Methode (DE-588)4155620-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Mathematische Methode (DE-588)4155620-3 s 1\p DE-604 Erscheint auch als Online-Ausgabe 978-1-292-23113-6 (DE-604)BV046351535 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029693716&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 |
| spellingShingle | Greene, William 1951- Econometric analysis 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)4123623-3 |
| title | Econometric analysis |
| title_auth | Econometric analysis |
| title_exact_search | Econometric analysis |
| title_full | Econometric analysis William H. Greene, The Stern School of Business, New York University |
| title_fullStr | Econometric analysis William H. Greene, The Stern School of Business, New York University |
| title_full_unstemmed | Econometric analysis William H. Greene, The Stern School of Business, New York University |
| title_short | Econometric analysis |
| title_sort | econometric analysis |
| topic | Mathematische Methode (DE-588)4155620-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Mathematische Methode Ökonometrie Lehrbuch |
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