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Econometric foundations / Ron C. Mittelhammer, George G. Judge, Douglas J. Miller.

By: Contributor(s): Material type: TextPublication details: New York : Cambridge University Press, 2000.Description: xxviii, 756 p. ; 26 cm. + 1 computer optical disc (4 3/4 in.)ISBN:
  • 0521623944 hb
ISSN:
  • 9780521623940
Subject(s): LOC classification:
  • HB139 .M575
Contents:
The process of econometric information recovery -- Probability-econometric models -- The multivariate normal linear regression model: ML estimation -- The multivariate normal linear regression model: inference -- The linear semiparametric regression model: least-squares estimation -- The linear semiparametric regression model: inference -- Extremum estimators and nonlinear and nonnormal regression models -- The nonlinear semiparametric regression model: estimation and inference -- Nonlinear and nonnormal parametric regression models -- Stochastic regressors and moment-based estimation -- Quasi-maximum likelihood and estimating equations -- Empirical likelihood estimation and inference -- Information theoretic-entropy approaches to estimation and inference -- Regression models with a known general noise covariance matrix -- Regression models with an unknown general noise covariance matrix -- Generalized moment-based estimation and inference -- Simultaneous equations econometric models: estimation and inference -- Model discovery: the problem of variable selection and conditioning -- Model discovery: the problem of noise covariance matrix specification -- Qualitative-censored response models -- Introduction to nonparametric density and regression analysis -- Bayesian estimation: general principles with a regression focus -- Alternative Bayes formulations for the regression model -- Bayesian inference -- Appendix: Introduction to computer simulation and resampling methods.
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Methodist University Library Main General Stacks Reference HB139 .M575 (Browse shelf(Opens below)) 1 Available 11251
Books Methodist University Library Main General Stacks Reference HB139 .M575 (Browse shelf(Opens below)) 2 Available 11250
Books Methodist University Library Main General Stacks HB139 .M575 (Browse shelf(Opens below)) 3 Available 11252

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Includes index.

The process of econometric information recovery --
Probability-econometric models --
The multivariate normal linear regression model: ML estimation --
The multivariate normal linear regression model: inference --
The linear semiparametric regression model: least-squares estimation --
The linear semiparametric regression model: inference --
Extremum estimators and nonlinear and nonnormal regression models --
The nonlinear semiparametric regression model: estimation and inference --
Nonlinear and nonnormal parametric regression models --
Stochastic regressors and moment-based estimation --
Quasi-maximum likelihood and estimating equations --
Empirical likelihood estimation and inference --
Information theoretic-entropy approaches to estimation and inference --
Regression models with a known general noise covariance matrix --
Regression models with an unknown general noise covariance matrix --
Generalized moment-based estimation and inference --
Simultaneous equations econometric models: estimation and inference --
Model discovery: the problem of variable selection and conditioning --
Model discovery: the problem of noise covariance matrix specification --
Qualitative-censored response models --
Introduction to nonparametric density and regression analysis --
Bayesian estimation: general principles with a regression focus --
Alternative Bayes formulations for the regression model --
Bayesian inference --
Appendix: Introduction to computer simulation and resampling methods.

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