The Resource Econometric analysis, William H. Greene

Econometric analysis, William H. Greene

Label
Econometric analysis
Title
Econometric analysis
Statement of responsibility
William H. Greene
Creator
Subject
Genre
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Greene, William H.
Illustrations
illustrations
Index
index present
LC call number
HB139
LC item number
.G74 2003
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Econometrics
  • Économétrie
  • Econometrics
  • Econometrie
  • Econometria
  • Économétrie
  • Ökonometrie
Label
Econometric analysis, William H. Greene
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 959-994) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. The classical multiple linear regression model -- 3. Least squares -- 4. Finite-sample properties of the least squares estimator -- 5. Large-sample properties of the least squares and instrumental variables estimators -- 6. Inference and prediction -- 7. Functional form and structural change -- 8. Specification analysis and model selection -- 9. Nonlinear regression models -- 10. Nonspherical disturbances: The generalized regression model -- 11. Heteroscedasticity -- 12. Serial correlation -- 13. Models for panel data -- 14. Systems of regression equations -- 15. Simultaneous-equations models -- 16. Estimation frameworks in econometrics -- 17. Maximum likelihood estimation -- 18. The generalized method of moments -- 19. Models with lagged variables -- 20. Time-series models -- 21. Models for discrete choice -- 22. Limited dependent variable and duration models -- Appendixes: -- A. Matrix algebra -- B. Probability and distribution theory -- C. Estimation and inference -- D. Large sample distribution theory -- E. Computation and optimization -- F. Data sets used in applications -- G. Statistical tables
Dimensions
25 cm
Edition
5th ed.
Extent
xxx, 1026 pages
Isbn
9780130661890
Lccn
2002029308
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)50252029
  • (OCoLC)ocm50252029
Label
Econometric analysis, William H. Greene
Publication
Bibliography note
Includes bibliographical references (p. 959-994) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. The classical multiple linear regression model -- 3. Least squares -- 4. Finite-sample properties of the least squares estimator -- 5. Large-sample properties of the least squares and instrumental variables estimators -- 6. Inference and prediction -- 7. Functional form and structural change -- 8. Specification analysis and model selection -- 9. Nonlinear regression models -- 10. Nonspherical disturbances: The generalized regression model -- 11. Heteroscedasticity -- 12. Serial correlation -- 13. Models for panel data -- 14. Systems of regression equations -- 15. Simultaneous-equations models -- 16. Estimation frameworks in econometrics -- 17. Maximum likelihood estimation -- 18. The generalized method of moments -- 19. Models with lagged variables -- 20. Time-series models -- 21. Models for discrete choice -- 22. Limited dependent variable and duration models -- Appendixes: -- A. Matrix algebra -- B. Probability and distribution theory -- C. Estimation and inference -- D. Large sample distribution theory -- E. Computation and optimization -- F. Data sets used in applications -- G. Statistical tables
Dimensions
25 cm
Edition
5th ed.
Extent
xxx, 1026 pages
Isbn
9780130661890
Lccn
2002029308
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)50252029
  • (OCoLC)ocm50252029

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