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A complete coverage of all topics of econometric analysis, this text includes information on GMM estimation, survival models, unit roots, and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. It also includes coverage of Bayesian estimation multiple equation models, time series, qualitative and dependent variables. An instructor's manual is also available (ISBN:0-02-346392-9).

Boekdetails

Formaat: Paperback / softback
Uitgever: Pearson Education Limited
Imprint: Prentice-Hall

Econometric Analysis | Myboeken

Auteur

William Greene (New York University, USA), Prentice-Hall, Pearson Education Limited

ISBN-13

9780133735499

Verschijningsdatum

1995-01-28

Editie

2nd edition

Afmetingen

175 mm × 252 mm

Gewicht

1244 g

Paperback / softback

Econometric Analysis

door William Greene (New York University, USA)

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