William H. Greene Econometric Analysis

ISBN 13: 9780023466021

Econometric Analysis

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9780023466021: Econometric Analysis

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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Greene, William H.
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ISBN 10: 0023466022 ISBN 13: 9780023466021
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William H. Greene
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ISBN 10: 0023466022 ISBN 13: 9780023466021
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