Econometric analysis
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre papier |
| Jazyk: | Anglais |
| Vydáno: |
Boston ; Paris [etc.] :
Pearson
C 2012.
|
| Vydání: | Seventh edition, International edition. |
| Témata: | |
| Autres localisations: | Voir dans le Sudoc |
Obsah:
- P. 41
- Part I, The linear regression model
- P. 41
- Chapter 1, Econometrics
- P. 51
- Chapter 2, The linear regression model
- P. 66
- Chapter 3, Least squares
- P. 91
- Chapter 4, The least squares estimator
- P. 148
- Chapter 5, Hypothesis tests and model selection
- P. 189
- Chapter 6, Functional form and structural change
- P. 221
- Chapter 7, Nonlinear, semiparametric and nonparametric regression models
- P. 259
- Chapter 8, Endogeneity and Instrumental variable estimation
- P. 297
- Part II, Generalized regression model and equation systems
- P. 297
- Chapter 9, The generalized regression model and heteroscedasticity
- P. 330
- Chapter 10, Systems of equations
- P. 383
- Chapter 11, Models for panel data
- P. 472
- Part III, Estimation methodology
- P. 472
- Chapter 12, Estimation frameworks in econometrics
- P. 495
- Chapter 13, Minimum distance estimation and the generalized method of moments
- P. 549
- Chapter 14, Maximum likehood estimation
- P. 643
- Chapter 15, Simulation-based estimation and inference and random parameter models
- P. 695
- Chapter 16, Bayesian estimation and inference
- P. 721
- Part IV, Cross sections, panel data and microeconomics
- P. 721
- Chapter 17, Discrete choice
- P. 800
- Chapter 18, Discrete choices and event counts
- P. 873
- Chapter 19, Limited dependent variables - truncation, censoring and sample selection
- P. 943
- Part V, Time series and macroeconometrics
- P. 943
- Chapter 20, Serial correlation
- P. 982
- Chapter 21, Nonstationary data