ISBN 13 : 978-1119951674

Contents :
Preface

1. Introduction
2. An introduction to linear regression
3. Interpreting and comparing regression models
4. Heteroskedasticity and autocorrelation
5. Endogenous regressors, instrumental variables and gmm
6. Maximum likelihood estimation and specification tests
7. Models with limited dependent variables
8. Univariate time series models
9. Multivariate time series models
10. Models based on panel data

Appendix A: vectors and matrices
Appendix B: statistical and distribution theory

Language : English

Print : 4ème

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque