ISBN 13 : 978-0-273-75356-8

Contents : I The Linear Regression Model

01. Econometrics
02. The Linear Regression Model
03. Least Squares
04. The Least Squares Estimator
05. Hypothesis Tests and Model Selection
06. Functional Form and Structural Change
07. Nonlinear, Semiparametric, and Nonparametric Regression Models
08. Endogeneity and Instrumental Variable Estimation

II Generalized Regression Model and Equation Systems

09. The Generalized Regression Model and Heteroscedasticity
10. Systems of Equations
11. Models for Panel Data

III Estimation Methodology

12. Estimation Frameworks in Econometrics
13. Minimum Distance Estimation and the Generalized Method of Moments
14. Maximum Likelihood Estimation
15. Simulation-Based Estimation and Inference
16. Bayesian Estimation and Inference

IV Cross Sections, Panel Data, and Microeconometrics

17. Discrete Choice
18. Discrete Choices and Event Counts
19. Limited Dependent Variables—Truncation, Censoring, and Sample Selection

V Time Series and Macroeconometrics

20. Serial Correlation
21. Models with Lagged Variables
22. Time-Series Models
23. Nonstationary Data

VI Appendices

Language : English

Print : 7ème

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque