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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Book Description Prentice Hall College Div. Hardcover. Book Condition: New. 0023466022 New Condition. Bookseller Inventory # NEW6.0004167
Book Description Prentice Hall College Div, 1998. Hardcover. Book Condition: New. 3rd. Bookseller Inventory # DADAX0023466022
Book Description Prentice Hall College Div, 1998. Hardcover. Book Condition: New. Bookseller Inventory # P110023466022