William H. Greene Econometric Analysis

ISBN 13: 9780023466021

Econometric Analysis

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9780023466021: Econometric Analysis
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This text introduces students to applied econometrics-including basic techniques in regression analysis and some of the rich variety of models that are used.

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Key Benefit: This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used. Key Topics: Includes self-contained summaries of the matrix algebra, statistical theory, and mathematical statistics used in the book. Covers Estimator, ML, GMM, and 2 step; Panel data, heteroscedasticity, qualitative responsive models, limited dependent variables, and emphasizes nonlinear models. Also discusses current topics in applied econometrics, such as GMM estimation methods, Lagrange multiplier tests, and time series analysis.

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William H. Greene
Published by Prentice Hall College Div
ISBN 10: 0023466022 ISBN 13: 9780023466021
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William H. Greene
Published by Prentice Hall College Div (1998)
ISBN 10: 0023466022 ISBN 13: 9780023466021
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