Greene, William Econometric Analysis

ISBN 13: 9780023463914

Econometric Analysis

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9780023463914: Econometric Analysis

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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Greene, William
Published by Macmillan Coll Div (1992)
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