Econometric Analysis

AvWilliam Greene

Inbunden, Engelska, 2017

4 979 kr

Beställningsvara. Skickas inom 3-6 vardagar. Fri frakt över 249 kr.

Beskrivning

For first-¿year graduate courses in Econometrics for Social Scientists.

Bridging the gap between social science studies and econometric analysis

Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible level. The book first introduces readers to basic techniques, a rich variety of models, and underlying theory that is easy to put into practice. It then presents readers with a sufficient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that readers can apply the theory to real-world application and are prepared to be successful economists in the field.

Produktinformation

Utgivningsdatum:2017-05-24
Mått:195 x 240 x 50 mm
Vikt:1 982 g
Format:Inbunden
Språk:Engelska
Antal sidor:1 176
Upplaga:8
Förlag:Pearson Education
ISBN:9780134461366

Utforska kategorier

Nationalekonomi inom Ekonomi och Ledarskap

Innehållsförteckning

PART I. The Linear Regression Model1.Econometrics 2. The Linear Regression Model 3. Least Squares 4. Estimating the Regression Model by Least Squares 5. Hypothesis Tests and Model Selection 6. Functional Form, Difference in Differences and Structural Change 7. Nonlinear, Semiparametric and Nonparametric Regression Models 8. Endogeneity and Instrumental Variable Estimation PART II. Generalized Regression Model and Systems of Equations9. The Generalized Regression Model and Heteroscedasticity10. Systems of Regression Equations11. Models for Panel Data PART III. Estimation Methodology12. Estimation Frameworks in Econometrics13. Minimum Distance Estimation and the Generalized Method of Moments14. Maximum Likelihood Estimation15. Simulation-Based Estimation and Inference and Random Parameter Models16. Bayesian Estimation and Inference PART IV. Cross Sections, Panel Data and Microeconometrics17. Binary Outcomes and Discrete Choices18. Multinomial Choices and Event Counts19. Limited Dependent Variables, Truncation, Censoring and Sample Selection PART V. Time Series and Macroeconometrics20. Serial Correlation21. Nonstationary Data PART VI. AppendicesAppendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used In Applications