Econometric Analysis

William H. Greene

ISBN 10: 0023466022 ISBN 13: 9780023466021
Published by Prentice Hall, 1998
Used Hardcover

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Synopsis:

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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Bibliographic Details

Title: Econometric Analysis
Publisher: Prentice Hall
Publication Date: 1998
Binding: Hardcover
Condition: Good
Dust Jacket Condition: No Jacket

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