William H. Greene Econometric Analysis

ISBN 13: 9780130661890

Econometric Analysis

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9780130661890: Econometric Analysis

For a one-year graduate course in Econometrics.

This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.

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From the Back Cover:

Key Features of ECONOMETRIC ANALYSIS, Fifth Edition:
  • Major reorganization of material. The entire text has been reconstructed to help students' understanding of the material.
  • Applied orientation. Students learn how to do econometrics.
  • Balanced coverage of topics. Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more time series and panel data.
  • Applications and numerical examples. Detailed solutions to applications that show students how to do the computations.
  • Attention to both linear and nonlinear techniques. Software has made nonlinear estimation easy, inclusion of this information is now available.
  • Students who purchase the text can visit www.prenhall.com/greene to download the most current LIMDEP software and data sets.

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