Econometric Analysis 5th Edition by William H. Greene – Ebook PDF Instant Download/Delivery: 978-0130661890, 0130661899
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Product details:
ISBN 10: 0130661899
ISBN 13: 978-0130661890
Author: William H. Greene
For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.
Table of contents:
Chapter 1
Introduction
Chapter 2
The Classical Multiple Linear Regression Model
Chapter 3
Least Squares
Chapter 4
Finite-Sample Properties of the Least Squares Estimator
Chapter 5
Large-Sample Properties of the Least Squares and Instrumental Variables Estimators
Chapter 6
Inference and Prediction
Chapter 7
Functional Form and Structural Change
Chapter 8
Specification Analysis and Model Selection
Chapter 9
Nonlinear Regression Models
Chapter 10
Nonspherical Disturbances: The Generalized Regression Model
Chapter 11
Heteroscedasticity
Chapter 12
Serial Correlation
Chapter 13
Models for Panel Data
Chapter 14
Systems of Regression Equations
Chapter 15
Simultaneous-Equations Models
Chapter 16
Estimation Frameworks in Econometrics
Chapter 17
Maximum Likelihood Estimation
Chapter 18
The Generalized Method of Moments
Chapter 19
Models with Lagged Variables
Chapter 20
Time-Series Models
Chapter 21
Models for Discrete Choice
Chapter 22
Limited Dependent Variable and Duration Models
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