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Econometric Analysis
ISBN: 9780131587199 | 0131587196
Edition: 6thFormat: Hardcover
Publisher: Prentice Hall
Pub. Date: 7/1/2007
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| Introduction | |
| The Classical Multiple Linear Regression Model | |
| Least Squares | |
| Finite Sample Properties of the Least Squares Estimator | |
| Large Sample Properties of the Least Squares and Instrumental Variables Estimators | |
| Inference and Prediction | |
| Functional Form and Structural Change | |
| Specification Analysis and Model Selection | |
| Nonlinea... MORE | |
| Nonspherical Disturbances-The Generalized Regression Model | |
| Heteroscedasticity | |
| Serial Correlation | |
| Models for Panel Data | |
| Systems of Regression Equations | |
| Simultaneous-Equations Models | |
| Estimation Frameworks in Econometrics | |
| Maximum Likelihood Estimation | |
| The Generalized Method of Moments | |
| Models with Lagged Variables | |
| Time-Series Models | |
| Models for Discrete Choice | |
| Limited Dependent Variable and Duration Models | |
| Matrix Algebra | |
| Probability and Distribution Theory | |
| Estimation and Inference | |
| Large Sample Distribution Theory | |
| Computation and Optimization | |
| Data Sets Used in Applications | |
| Statistical Tables | |
| References | |
| Author Index | |
| Subject Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
