A complete coverage of all topics of econometric analysis, this text includes information on GMM estimation, survival models, unit roots, and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. It also includes coverage of Bayesian estimation multiple equation models, time series, qualitative and dependent variables. An instructor's manual is also available (ISBN:0-02-346392-9).
Auflage
Sprache
Verlagsort
Verlagsgruppe
Pearson Education Limited
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Illustrationen
tables, references, indexes
Maße
Höhe: 252 mm
Breite: 175 mm
Gewicht
ISBN-13
978-0-13-373549-9 (9780133735499)
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Schweitzer Klassifikation
Part 1: matrix algebra; probability and distribution theory; statistical inference. Part 2: the classical linear regression model; multiple regression; hypothesis tests with the classical multiple regression model; functional form non-linearity and specification; data problems; large-sample results for the classical regression model; nonlinear regression models; an introduction to nonlinear optimization. Part 3: nonspherical disturbances; heteroscedasticity; autocorrelated disturbances; models that use both cross-section and time-series data. Part 4: systems of regression equations; distributed lag models; time series models; simultaneous equations models; models with discrete dependent variables; limited dependent variable and duration models.
