Econometric Analysis - Hardcover
This study introduces students to applied econometrics, including basic techniques in regression analysis. Key topics in this text include self-contained summaries of the matrix algebra, statistical theory and mathematical statistics used in the book. The book covers Estimator, ML, GMM, and 2 step; panel data, heteroscedasticity, qualitative responsive models, and limited dependant variables. It emphasizes nonlinear models. Topics such as GMM estimation methods, Lagrange multiplier tests and time series analysis are also covered.
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- PublisherPrentice Hall PTR
- Publication date1996
- ISBN 10 0023466022
- ISBN 13 9780023466021
- BindingHardcover
- Edition number3
- Number of pages1000
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Econometric Analysis
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Econometric Analysis
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ECONOMETRIC ANALYSIS
Published by
Prentice Hall
(1998)
ISBN 10: 0023466022
ISBN 13: 9780023466021
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