A guide to modern econometrics
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre papier |
| Jazyk: | Anglais |
| Vydáno: |
Chichester, West Sussex, United Kingdom :
Wiley
2012, cop. 2012.
|
| Vydání: | 4th edition. |
| Témata: | |
| Poznámka: |
Note pour modifier la notice |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • A guide to modern econometrics, Marno Verbeek, West Sussex, John Wiley & Sons, [2012], 978-1-119-95167-4 |
Obsah:
- Preface
- P. 1
- Introduction
- P. 6
- An introduction to linear regression
- P. 58
- Interpreting and comparing regression models
- P. 94
- Heteroskedasticity and autocorrelation
- P. 137
- Endogenous regressors, instrumental variables and gmm
- P. 179
- Maximum likelihood estimation and specification tests
- P. 206
- Models with limited dependent variables
- P. 278
- Univariate time series models
- P. 338
- Multivariate time series models
- P. 372
- Models based on panel data
- P. 441
- Appendix A : Vectors and matrices
- P. 449
- Appendix B : Statistical and distribution theory
- P. 459
- Bibliography
- P. 477
- Index