Econometric analysis

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Econometric analysis / William H. Greene

版:: 2nd ed
資料種別:: 図書
出版情報:: Englewood Cliffs, N.J. : Prentice Hall, 1993
形態:: xxiii, 791 p. ; 27 cm
著者名:: Greene, William H., 1951- <DA05381105>
ISBN:: 9780023463914 [0023463910]
9780133735499 [0133735494]
書誌ID:: BA24984098

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他の版・巻

Econometric analysis. 3rd ed (: hbk)
William H. Greene , Prentice Hall , c1997

書誌詳細

注記:

Includes bibliographical references and index

主題:

Econometrics

言語:

英語

目次情報:

Introduction / 1：

The Classical Multiple Linear Regression Model / 2：

Least Squares / 3：

Finite Sample Properties of the Least Squares Estimator / 4：

Large Sample Properties of the Least Squares and Instrumental Variables Estimators / 5：

Inference and Prediction / 6：

Functional Form and Structural Change / 7：

Specification Analysis and Model Selection / 8：

Nonlinear Regression Models / 9：

Nonspherical Disturbances-The Generalized Regression Model / 10：

Heteroscedasticity / 11：

Serial Correlation / 12：

Models for Panel Data / 13：

Systems of Regression Equations / 14：

Simultaneous-Equations Models / 15：

Estimation Frameworks in Econometrics / 16：

Maximum Likelihood Estimation / 17：

The Generalized Method of Moments / 18：

Models with Lagged Variables / 19：

Time-Series Models / 20：

Models for Discrete Choice / 21：

Limited Dependent Variable and Duration Models / 22：

Matrix Algebra / Appendix A：

Probability and Distribution Theory / Appendix B：

Estimation and Inference / Appendix C：

Large Sample Distribution Theory / Appendix D：

Computation and Optimization / Appendix E：

Data Sets Used in Applications / Appendix F：

Statistical Tables / Appendix G：

References

Author Index

Subject Index

Introduction / 1：

The Classical Multiple Linear Regression Model / 2：

Least Squares / 3：

Finite Sample Properties of the Least Squares Estimator / 4：

Large Sample Properties of the Least Squares and Instrumental Variables Estimators / 5：

Inference and Prediction / 6：

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