ISBN 13 : 978-0-13-513740-6

Sommaire : Contents


Part 1 - The Linear Regression Model
1. Introduction.
2. The Classical Multiple Linear Regression Model.
3. Least Squares.
4. Statistical Properties of the Least Squares Estimator.
5. Inference and Prediction.
6. Functional Form and Structural Change.
7. Specification Analysis and Model Selection.

Part 2 - The Generalized Regression Model
8. The Generalized Regressions Model and Heteroscedasticity
9. Models for Panel Data.
10. Systems of Regression Equations
11. Nonlinear Regressions and Nonlinear Least Squares

Part 3 - Instrumental Variables and Simultaneous Equations Models.
12. Instrumental Variables Estimation
13. Simultaneous Equations Models

Part 4 - Estimation Methodology
14. Estimation Frameworks in Econometrics.
15. Minimum Distance Estimation and the Generalized Method of Moments
16. Maximum Likelihood Estimation
17. Simulation Based Estimation and Inference
18. Bayesian Estimation and Inference

Part 5 - Time Series and Macroeconometrics
19. Serial Correlation
20. Models With Lagged Variables
21. Time-Series Models
22. Nonstationary Data

Part 6 - Cross Sections, Panel Data and Microeconometrics
23. Models for Discrete Choice
24. Truncation, Censoring and Sample Selection
25. Models for Event Counts and Duration

Part 7 - Appendices
Appendix A: Matrix Algebra
Appendix B: Probability and Distribution Theory
Appendix C: Estimation and Inference
Appendix D: Large Sample Distribution Theory
Appendix E: Computation and Optimization
Appendix F: Data Sets Used in Applications
Appendix G: Statistical Tables

Notes : Reserve - Ask a librarian

Langue : Anglais

Edition : 6ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque