Econometric Analysis - Couverture souple

Greene, William

Couverture souple

ISBN 10 : 0133735494 ISBN 13 : 9780133735499

Editeur : Prentice-Hall, 1995

Synopsis

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).

A propos du livre

Quatrième de couverture

Key Features of ECONOMETRIC ANALYSIS, Fifth Edition:

• Major reorganization of material. The entire text has been reconstructed to help students' understanding of the material.
• Applied orientation. Students learn how to do econometrics.
• Balanced coverage of topics. Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more time series and panel data.
• Applications and numerical examples. Detailed solutions to applications that show students how to do the computations.
• Attention to both linear and nonlinear techniques. Software has made nonlinear estimation easy, inclusion of this information is now available.
• Students who purchase the text can visit www.prenhall.com/greene to download the most current LIMDEP software and data sets.

Présentation de l'éditeur

For a one-year graduate course in Econometrics.

This text has two objectives. The first is to introduce students to 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. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.

Détails de l'édition

• Éditeur: Prentice-Hall
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0133735494
• ISBN 13: 9780133735499
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 736
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible