9780135132456

Econometric Analysis

by
  • ISBN13:

    9780135132456

  • ISBN10:

    0135132452

  • Edition: 6th
  • Format: Hardcover
  • Copyright: 1/1/2008
  • Publisher: Prentice Hall
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Summary

Econometric Analysisi, 6/eserves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ.This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels.For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field.

Table of Contents

Preface
Introduction
The Classical Multiple Linear Regression Model
Least Squares
Statistical Properties of the Least Squares Estimator
Inference and Prediction
Functional Form and Structural Change
Specification Analysis and Model Selection
Generalized Regression Model and Heteroscedasticity
Models for Panel Data
Systems of Regression Equations
Nonlinear Regression Models
Instrumental Variables Estimation
Simultaneous-Equations Model
Estimation Frameworks in Econometrics
Minimum Distance Estimation and the Generalized Method of Moments
Maximum Likelihood Estimation
Simulation Based Estimation and Inference
Bayesian Estimation and Inference
Serial Correlation
Models With Lagged Variables
Time-Series Models
Nonstationary Data
Models for Discrete Choice
Truncation, Censoring and Sample Selection
Models for Event Counts and Duration
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.

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