Greene, William H
Econometric analysis / William H. Greene - 4 ed. - 1004 p. ; 23 cm.
Matrix Algebra -- Probability and Distribution Theory -- Statistical Inference -- Computations and Optimization -- The Classical Multiple Linear Regression Model : Specification and Estimation -- Inference and Prediction -- Fuctional Form. Nonlinesrity, and Specification -- Large-Sample Results Alternative Estimators for the Classical Regression Model -- Nonlinear Regression Models -- Nonspherical Disturbances, Generalized Regression, an GMM Estimation -- Heteroscedasticity -- Autocorrelated Disturbances -- Models for Panel Data -- Systems of Regression Equations -- Simultaneous Equations Models -- Regressions with Lagged Variables -- Time-Series Models -- Models with Discrete Dependent Variables -- Limited Dependent Variable and Duration Models --
0-13-013297-7
Econometria
330.015195 / G812e
Econometric analysis / William H. Greene - 4 ed. - 1004 p. ; 23 cm.
Matrix Algebra -- Probability and Distribution Theory -- Statistical Inference -- Computations and Optimization -- The Classical Multiple Linear Regression Model : Specification and Estimation -- Inference and Prediction -- Fuctional Form. Nonlinesrity, and Specification -- Large-Sample Results Alternative Estimators for the Classical Regression Model -- Nonlinear Regression Models -- Nonspherical Disturbances, Generalized Regression, an GMM Estimation -- Heteroscedasticity -- Autocorrelated Disturbances -- Models for Panel Data -- Systems of Regression Equations -- Simultaneous Equations Models -- Regressions with Lagged Variables -- Time-Series Models -- Models with Discrete Dependent Variables -- Limited Dependent Variable and Duration Models --
0-13-013297-7
Econometria
330.015195 / G812e