Advanced Econometrics

Contents 1 Classical least squares theory 2 Recent developments in regression analysis 3 Large sample theory 4 Asymptotic properties of extremum estimators 5 Time series analysis 6 Generalized least squares theory 7 Linear simultaneous equations models 8 Nonlinear simultaneous equations models 9 Qualitative response models 10 Tobit models 11 Markov chain and duration models Appendix 1 Useful theorrems in matrix analysis Appendix 2 Distribution theory Notes References Name index Subject index.