TY  - BOOK
AU  - Greene,William H.
TI  - Econometric analysis
SN  - 0273753568
U1  - 330.015195 21
PY  - 2012///
CY  - Harlow
PB  - Pearson Education
KW  - Econometrics
N1  - 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
ER  -