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Econometric analysis/ William H. Greene

By: Greene, William HMaterial type: Text

TextPublication details: New Delhi: Pearson, 2003Edition: 5th edDescription: xxx, 1026 p. : ill. ; 25 cmISBN: 9788177586848Subject(s): EconometricsDDC classification: 330.015195

Contents:

1. Introduction -- 2. The classical multiple linear regression model -- 3. Least squares -- 4. Finite-sample properties of the least squares estimator -- 5. Large-sample properties of the least squares and instrumental variables estimators -- 6. Inference and prediction -- 7. Functional form and structural change -- 8. Specification analysis and model selection -- 9. Nonlinear regression models -- 10. Nonspherical disturbances: The generalized regression model -- 11. Heteroscedasticity -- 12. Serial correlation -- 13. Models for panel data -- 14. Systems of regression equations -- 15. Simultaneous-equations models -- 16. Estimation frameworks in econometrics -- 17. Maximum likelihood estimation -- 18. The generalized method of moments -- 19. Models with lagged variables -- 20. Time-series models -- 21. Models for discrete choice -- 22. Limited dependent variable and duration models -- Appendixes: -- A. Matrix algebra -- B. Probability and distribution theory -- C. Estimation and inference -- D. Large sample distribution theory -- E. Computation and optimization -- F. Data sets used in applications -- G. Statistical tables.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	330.015195 GRE/E (Browse shelf(Opens below))	Checked out	16/02/2021	P07607

Total holds: 0

1. Introduction --
2. The classical multiple linear regression model --
3. Least squares --
4. Finite-sample properties of the least squares estimator --
5. Large-sample properties of the least squares and instrumental variables estimators --
6. Inference and prediction --
7. Functional form and structural change --
8. Specification analysis and model selection --
9. Nonlinear regression models --
10. Nonspherical disturbances: The generalized regression model --
11. Heteroscedasticity --
12. Serial correlation --
13. Models for panel data --
14. Systems of regression equations --
15. Simultaneous-equations models --
16. Estimation frameworks in econometrics --
17. Maximum likelihood estimation --
18. The generalized method of moments --
19. Models with lagged variables --
20. Time-series models --
21. Models for discrete choice --
22. Limited dependent variable and duration models --
Appendixes: --
A. Matrix algebra --
B. Probability and distribution theory --
C. Estimation and inference --
D. Large sample distribution theory --
E. Computation and optimization --
F. Data sets used in applications --
G. Statistical tables.

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