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Econometric analysis / William H. Greene.

By: Material type: TextTextPublisher: Harlow : Pearson Education, 2012Edition: Seventh edition, international editionDescription: 1228 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0273753568
  • 9780273753568
Subject(s): DDC classification:
  • 330.015195 21
Partial contents:
Part I. The linear regression model -- 1. Econometrics -- 2. The linear regression model -- 3. Least squares -- 4. The least squares estimator -- 5. Hypothesis tests and model selection -- 6. Functional form and structure change -- 7. Non-linear, semiparametric and nonparametric regression models -- Part II. Generalised regression model and equation systems -- 9. The generalised regression model and heteroscedasticity -- 10. Systems of equations -- 11. Models for panel data -- Part III. Estimation methodology -- 12. Estimation frameworks in econometrics -- 13. Minimum distance estimation and the generalised method of moments -- 14. Maximun likelihood estimation -- 15. Simulation-based estimation and inference and random parameter models -- 16. Bayesian estimation and inference -- Part IV. Cross sections, panel data and microeconometrics -- 17. Discrete choice -- 18. Discrete choices and events counts -- 19. Limited dependent variables-truncation, censoring and sample selection -- Part V. Time series and macroeconometrics -- 20. Serial correlation -- 21. Nonstationary data -- Part VI. Appendices.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 330.015195 GRE (Browse shelf(Opens below)) 1 Available A499776B
Book City Campus City Campus Main Collection 330.015195 GRE (Browse shelf(Opens below)) 1 Available A499772B

Previous ed.: 2008.

Includes bibliographical references (pages 1155-1200) and index.

Part I. The linear regression model -- 1. Econometrics -- 2. The linear regression model -- 3. Least squares -- 4. The least squares estimator -- 5. Hypothesis tests and model selection -- 6. Functional form and structure change -- 7. Non-linear, semiparametric and nonparametric regression models -- Part II. Generalised regression model and equation systems -- 9. The generalised regression model and heteroscedasticity -- 10. Systems of equations -- 11. Models for panel data -- Part III. Estimation methodology -- 12. Estimation frameworks in econometrics -- 13. Minimum distance estimation and the generalised method of moments -- 14. Maximun likelihood estimation -- 15. Simulation-based estimation and inference and random parameter models -- 16. Bayesian estimation and inference -- Part IV. Cross sections, panel data and microeconometrics -- 17. Discrete choice -- 18. Discrete choices and events counts -- 19. Limited dependent variables-truncation, censoring and sample selection -- Part V. Time series and macroeconometrics -- 20. Serial correlation -- 21. Nonstationary data -- Part VI. Appendices.

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