Econometric analysis / William H. Greene.

By:

Greene, William H

Contributor(s):

William H. Greene

Material type:

TextPublication details: Upper Saddle River, N.J. : Prentice Hall, c2000.Edition: 4th edDescription: xxv, 1004 p. : ill. ; 25 cm. + 1 computer laser optical disc (4 3/4 in.)ISBN:

0130132977

Subject(s):

Econometrics

LOC classification:

HB139 .G83

Contents:

Introduction -- Matrix algebra -- Probability and distribution theory -- Statistical inference -- Computation and optimization -- Classical multiple linear regression model: specification and estimation -- Inference and prediction -- Functional form, nonlinearity, and specification -- Large-sample results and alternative estimators for the classical regression model -- Nonlinear regression models -- Nonspherical disturbances, generalized regression, and GMM estimation -- Heteroscedasticity -- Autocorrelated disturbances -- Models for panel data -- Systems of regression equations -- Simultaneous-equations models -- Regressions with lagged-vriables -- Time-series models -- Models with discrete dependent variables -- Limited dependent variable and duration models.

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	Books	Methodist University Library Main General Stacks		Reference		HB139 .G83 (Browse shelf(Opens below))				1	Available			37895

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include bibliographical references.

Introduction --
Matrix algebra --
Probability and distribution theory --
Statistical inference --
Computation and optimization --
Classical multiple linear regression model: specification and estimation --
Inference and prediction --
Functional form, nonlinearity, and specification --
Large-sample results and alternative estimators for the classical regression model --
Nonlinear regression models --
Nonspherical disturbances, generalized regression, and GMM estimation --
Heteroscedasticity --
Autocorrelated disturbances --
Models for panel data --
Systems of regression equations --
Simultaneous-equations models --
Regressions with lagged-vriables --
Time-series models --
Models with discrete dependent variables --
Limited dependent variable and duration models.

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