Econometric Analysis, William H. Greene, 0023466022

Econometric Analysis

(Hardcover - 1998)
by

William H. Greene

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Publisher: Pearson Higher Education



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Book: Econometric Analysis
This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used.

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.

Details of Book: Econometric Analysis Book: Econometric Analysis
Author: William H. Greene
ISBN:

0023466022


ISBN-13:

9780023466021

,

978-0023466021


Binding: Hardcover
Publishing Date: 1998
Publisher: Pearson Higher Education
Number of Pages: 1120
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    Book: Econometric Analysis by William H. Greene
    ISBN Number: 0023466022, 9780023466021, 978-0023466021