Econometric Analysis
by Greene, William H.Edition: 4th
Format: Hardcover
Pub. Date: 1999-07-01
Publisher(s): Prentice Hall
Other versions by this Author
List Price: $120.75
Rent Textbook
Select for Price
New Textbook
We're Sorry
Sold Out
Used Textbook
We're Sorry
Sold Out
eTextbook
We're Sorry
Not Available
How Marketplace Works:
- This item is offered by an independent seller and not shipped from our warehouse
- Item details like edition and cover design may differ from our description; see seller's comments before ordering.
- Sellers much confirm and ship within two business days; otherwise, the order will be cancelled and refunded.
- Marketplace purchases cannot be returned to eCampus.com. Contact the seller directly for inquiries; if no response within two days, contact customer service.
- Additional shipping costs apply to Marketplace purchases. Review shipping costs at checkout.
Summary
For graduate-level courses in Introduction to Econometrics. A standard text/reference in courses that include basic techniques in regression analysis and extensions used when linear models prove inadequate or inappropriate. Areas of application include Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics. This book introduces students to the broad field of applied econometrics. An effective bridge to both on-the-job problems and to the professional literature, it features extensive applications and presents sufficient theoretical background to enable students to recognize new variants of the models that they learn about here as merely natural extensions that fit within a common body of principles.
Table of Contents
1. Introduction.
2. Matrix Algebra.
3. Probability and Distribution Theory.
4. Statistical Inference.
5. Computation and Optimization.
6. The Classical Multiple Linear Regression Model: Specification and Estimation.
7. Inference and Prediction.
8. Functional Form, Nonlinearity, and Specification.
9. Large-Sample Results and Alternative Estimators for the Classical Regression Model.
10. Nonlinear Regression Models.
11. Nonspherical Disturbances, Generalized Regression, and GMM Estimation.
12. Heteroscedasticity.
13. Autocorrelated Disturbances.
14. Models for Panel Data.
15. Systems of Regression Equations.
16. Simultaneous Equations Models.
17. Regressions with Lagged Variables.
18. Time-Series Models.
19. Models with Discrete Dependent Variables.
20. Limited Dependent Variable and Duration Models.
Appendix A. Data Sets Used in Applications.
Appendix B. Statistical Tables.
References.
Author Index.
Subject Index.
2. Matrix Algebra.
3. Probability and Distribution Theory.
4. Statistical Inference.
5. Computation and Optimization.
6. The Classical Multiple Linear Regression Model: Specification and Estimation.
7. Inference and Prediction.
8. Functional Form, Nonlinearity, and Specification.
9. Large-Sample Results and Alternative Estimators for the Classical Regression Model.
10. Nonlinear Regression Models.
11. Nonspherical Disturbances, Generalized Regression, and GMM Estimation.
12. Heteroscedasticity.
13. Autocorrelated Disturbances.
14. Models for Panel Data.
15. Systems of Regression Equations.
16. Simultaneous Equations Models.
17. Regressions with Lagged Variables.
18. Time-Series Models.
19. Models with Discrete Dependent Variables.
20. Limited Dependent Variable and Duration Models.
Appendix A. Data Sets Used in Applications.
Appendix B. Statistical Tables.
References.
Author Index.
Subject Index.
An electronic version of this book is available through VitalSource.
This book is viewable on PC, Mac, iPhone, iPad, iPod Touch, and most smartphones.
By purchasing, you will be able to view this book online, as well as download it, for the chosen number of days.
Digital License
You are licensing a digital product for a set duration. Durations are set forth in the product description, with "Lifetime" typically meaning five (5) years of online access and permanent download to a supported device. All licenses are non-transferable.
More details can be found here.
A downloadable version of this book is available through the eCampus Reader or compatible Adobe readers.
Applications are available on iOS, Android, PC, Mac, and Windows Mobile platforms.
Please view the compatibility matrix prior to purchase.