William H. Greene Econometric Analysis

ISBN 13: 9780029464571

Econometric Analysis

9780029464571: Econometric Analysis

Aimed primarily at the one-year graduate course, this text offers an up-to-date survey of econometric methods, including several topics not found in any other current text. It covers the traditional treatment of multiple regression, as well as such recent developments in hypothesis testing as Lagrange multiplier tests, specification tests, microeconometrics, the analysis of panel data, and limited dependent variables. Earlier chapters include self-contained summaries of matrix algebra and statistical theory. The text balances with applications, bringing students up to date on current practices through a large number of worked examples, empirical studies, and realistic data sets. The text also discusses computational methods.

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