Econometric Analysis
William H. Greene
ISBN 10: 0023466022 ISBN 13: 9780023466021
Published by Prentice Hall, 1998
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About this Item
Description:
Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0023466022I3N00
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