Hardcover

ISBN 10: 0023466022 ISBN 13: 9780023466021

Publisher: Prentice Hall College Div, 1998

From the Publisher:

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

From the Back Cover:

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.