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1.

図書

図書
edited by M. Hashem Pesaran and M.R. Wickens
出版情報: Oxford, U.K. ; Cambridge, Mass., USA : Blackwell, 1995  x, 482 p. ; 26 cm
シリーズ名: Blackwell handbooks in economics ; . Handbook of applied econometrics ; [v. 1]
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List of Figures
List of Tables
List of Contributors
Preface
Introduction / M. Hashem Pesaran ; Michael Wickens
Unobserved Components in Economic Time Series / Augustin Maravall1:
Vector Autoregressive Models: Specification, Estimation, Inference, and Forecasting / Fabio Canova2:
Multivariate Rational Expectations Models and Macroeconomic Modelling / Michael Binder ; Hashem Pesaran3:
Inventory Models / Kenneth D. West4:
The Consumption Function / John Muellbauer ; Ralph Lattimore5:
Large Scale Macroeconomic Modelling / Kenneth Wallis6:
The Econometric Analysis of Calibrated Macroeconomic Models / K. Kim ; Adrian Pagan7:
Macroeconomic Disequilibrium Models / Guy Laroque ; Bernard Salanie8:
Financial Market Efficiency Tests / Tim Bollerslev ; Robert Hodrick9:
List of Figures
List of Tables
List of Contributors
2.

図書

図書
William H. Greene
出版情報: Englewood Cliffs, N.J. : Prentice Hall, 1993  xxiii, 791 p. ; 27 cm
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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:
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