Econometric Analysis
- ISBN-10
- 0023466022
- ISBN-13
- 9780023466021
- Series
- Econometric Analysis
- Category
- Business & Economics
- Pages
- 1075
- Language
- English
- Published
- 1997
- Author
- William H. Greene
Description
Matrix algebra; Probability abd distribution theory; Statistical inference; Computation and optimization; The classical multiple linear regression model - specification and estimation; Inference and prediction; Functional form, nonlinearity, and specification; Data problems; Nonlinear regression models; Nonspherical disturbances; generalized regression, and GMM estimation; Autocorrelated disturbances; Models for panel data; Systems of regression equations; Regressions with lagged variables; Time-series models; Models with discrete dependent variables; Limited dependent variable and duration models.
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