Econometric analysis / William H. Greene.
Material type: TextPublisher: Harlow : Pearson Education, 2012Edition: Seventh edition, international editionDescription: 1228 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 0273753568
- 9780273753568
- 330.015195 21
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 |
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330.015195 GIL Essays on econometric topics : from theory to practice / | 330.015195 GOU Financial econometrics : problems, models, and methods / | 330.015195 GRE Econometric analysis / | 330.015195 GRE Econometric analysis / | 330.015195 GUJ Student solutions manual for use with Basic econometrics / | 330.015195 GUJ Basic econometrics / | 330.015195 GUJ Econometrics by example / |
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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