Econometric Analysis

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Prentice Hall, 1997 - Business & Economics - 1075 pages
3 Reviews
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.

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Contents

CHAPTERI Introduction l
1
Introduction
2
I
28
Copyright

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About the author (1997)

William H. Greene is Professor of Economics and Entertainment and Media Faculty Fellow in the Department of Economics at the Stern School of Business, New York University.

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