Greene, William Econometric Analysis ISBN 13: 9780023463914

Econometric Analysis - Hardcover

Greene, William

9780023463914: Econometric Analysis
Hardcover
ISBN 10: 0023463910 ISBN 13: 9780023463914
Publisher: Macmillan USA, 1992
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Covering topics of econometric analysis, this text considers GMM estimation, survival models, unit roots and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. Other topics covered include time series models, Bayesian estimation, and multiple equations models.

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  • PublisherMacmillan USA
  • Publication date1992
  • ISBN 10 0023463910
  • ISBN 13 9780023463914
  • BindingHardcover
  • Edition number2
  • Number of pages736
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