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Econometric Analysis: International Edition
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£49.29

ECONOMETRIC ANALYSIS: INTERNATIONAL EDITION

PAPERBACK BY GREENE, WILLIAM H.

£49.29

ISBN
9780273753568
IMPRINT
PEARSON EDUCATION LIMITED
 
 
EDITION
7TH EDITION
PUBLISHER
PEARSON EDUCATION LIMITED
STOCK FOR DELIVERY
IN STOCK
FORMAT
PAPERBACK
PAGES
1240 pages
PUBLICATION DATE
24 MAR 2011

DESCRIPTION

For first-year graduate courses in Econometrics for Social Scientists.This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States.This text serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical concepts.

CONTENTS

Table of ContentsPart I: The Linear Regression ModelChapter 1: EconometricsChapter 2: The Linear Regression ModelChapter 3: Least SquaresChapter 4: The Least Squares EstimatorChapter 5: Hypothesis Tests and Model SelectionChapter 6: Functional Form and Structural ChangeChapter 7: Nonlinear, Semiparametric, and Nonparametric Regression ModelsChapter 8: Endogeneity and Instrumental Variable EstimationPart II: Generalized Regression Model and Equation SystemsChapter 9: The Generalized Regression Model and HeteroscedasticityChapter 10: Systems of EquationsChapter 11: Models for Panel DataPart III: Estimation MethodologyChapter 12: Estimation Frameworks in EconometricsChapter 13: Minimum Distance Estimation and the Generalized Method of MomentsChapter 14: Maximum Likelihood EstimationChapter 15: Simulation-Based Estimation and InferenceChapter 16: Bayesian Estimation and InferencePart IV: Cross Sections, Panel Data, and MicroeconometricsChapter 17: Discrete ChoiceChapter 18: Discrete Choices and Event CountsChapter 19: Limited Dependent Variables¬ Truncation, Censoring, and Sample Selection Part V: Time Series and MacroeconometricsChapter 20: Serial CorrelationChapter 21: Models with Lagged Variables Chapter 22: Time-Series Models Chapter 23: Nonstationary Data Part VI: AppendicesAppendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large-Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used in ApplicationsAppendix G: Statistical Tables