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Econometric Analysis
ISBN: 9780130661890 | 0130661899
Edition: 6thFormat: Hardcover
Publisher: Prentice Hall
Pub. Date: 1/1/2008
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For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.
| Preface | xxvii | ||||
| 1 | (6) | |||
| 7 | (12) | |||
| 19 | (22) | ||||
| 41 | (24) | |||
| 65 | (28) | |||
| 93 | (23) | |||
| 116 | (32) | |||
| 148 | (14) | |||
| 162 | (29) | |||
| 191 | (24) | |||
| 215 | (35) | |||
| 250 | (33) | |||
| 283 | (56) | |||
| 339 | (39) | |||
| 378 | (47) | |||
| 425 | (43) | |||
| 468 | (57) | |||
| 525 | (33) | |||
| 558 | (50) | |||
| 608 | (55) | |||
| 663 | (93) | |||
| 756 | (47) | |||
| Appendix A Matrix Algebra | 803 | (42) | |||
| Appendix B Probability and Distribution Theory | 845 | (32) | |||
| Appendix C Estimation and Inference | 877 | (19) | |||
| Appendix D Large Sample Distribution Theory | 896 | (23) | |||
| Appendix E Computation and Optimization | 919 | (27) | |||
| Appendix F Data Sets Used in Applications | 946 | (7) | |||
| Appendix G Statistical Tables | 953 | (6) | |||
| References | 959 | (36) | |||
| Author Index | 995 | (7) | |||
| Subject Index | 1002 |
