Econometric Analysis (4th Edition)

"Currently the standard source in Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics, to name just a few, the fourth edition of Econometric Analysis provides a comprehensive survey of econometrics, with significant pedagogical work that will continue to serve as a modern, up-to-date text and reference for future practitioners."--BOOK JACKET.

An effective bridge to both on-the-job problems and to the professional literature, this volume is recognized as a standard reference on economictrics for Economics, Sociology, Political Science, Medical Research, Transport Research, Environmental Economics, etc. Featuring extensive applications and sufficient theoretical background, it surveys the broad field of applied econometrics--including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. Includes a substantive review of appropriate matrix algebra, statistical theory, and mathematical statistics. Offers a customized version of LIMDEP and a large number of sample data sets. Computation and Optimization. The Classical Multiple Linear Regression Model--Specification and Estimation. Inference and Prediction. Functional Form, Nonlinearity, and Specification. Large Sample Results and Alternative Estimators for the Classical Regression Model. Nonlinear Regression Models. Nonspherical Disturbances, Generalized Regression and GMM Estimation. Heteroscedasticity. Autocorrelated Disturbances. Models for Panel Data. Systems of Regression Equations. Simultaneous Equations Models. Regressions with Lagged Variables. Time-Series Models. Models with Discrete Dependent Variables. Limited Dependent Variable and Duration Models. A reference for analysts, consultants, and researchers in many fields.