Econometric Analysis

by Greene, William H.

• ISBN13: 9780135132456
• ISBN10: 0135132452
• Edition: 6th
• Format: Hardcover
• Copyright: 2008-01-01
• Publisher: Prentice Hall

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

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