Econometric Analysis: International Edition


7e édition

For first-year graduate courses in Econometrics for Social Scientists. This text serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical concepts. Lire la suite

For first-year graduate courses in Econometrics for Social Scientists.

This text serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical concepts.


VitalSource eBook (VitalBook) - En anglais 50,00 € DRM - Momentanément indisponible

Spécifications


Éditeur
Pearson Education
Édition
7
Auteur
William Greene,
Langue
anglais
Mots clés
économétrie, Greene, manuel, ouvrage en anglais, VitalSource
Catégorie (éditeur)
Manuels et lecture complémentaires > Économie & Gestion > Économie
BISAC Subject Heading
BUS021000 BUSINESS & ECONOMICS / Econometrics
BIC subject category (UK)
KCH Econometrics
Code publique Onix
05 Enseignement supérieur
Date de première publication du titre
01 novembre 2013
Subject Scheme Identifier Code
Classification thématique Thema: Econométrie et statistique économique

VitalSource eBook


Date de publication
01 novembre 2013
ISBN-13
9781292014005
Ampleur
Nombre de pages de contenu principal : 1248
Code interne
1292014008
Protection technique e-livre
DRM

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Sommaire


I The Linear Regression Model
01. Econometrics
02. The Linear Regression Model
03. Least Squares
04. The Least Squares Estimator
05. Hypothesis Tests and Model Selection
06. Functional Form and Structural Change
07. Nonlinear, Semiparametric, and Nonparametric Regression Models
08. Endogeneity and Instrumental Variable Estimation

II Generalized Regression Model and Equation Systems
09. The Generalized Regression Model and Heteroscedasticity
10. Systems of Equations
11. Models for Panel Data

III Estimation Methodology
12. Estimation Frameworks in Econometrics
13. Minimum Distance Estimation and the Generalized Method of Moments
14. Maximum Likelihood Estimation
15. Simulation-Based Estimation and Inference
16. Bayesian Estimation and Inference

IV Cross Sections, Panel Data, and Microeconometrics
17. Discrete Choice
18. Discrete Choices and Event Counts
19. Limited Dependent Variables —Truncation, Censoring, and Sample Selection

V Time Series and Macroeconometrics
20. Serial Correlation
21. Models with Lagged Variables
22. Time-Series Models
23. Nonstationary Data

VI Appendices
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


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