Econometric Analysis

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Prentice Hall, 1997 - Business & Economics - 1075 pages
9 Reviews
This study introduces students to applied econometrics, including basic techniques in regression analysis. Key topics in this text include self-contained summaries of the matrix algebra, statistical theory and mathematical statistics used in the book. The book covers Estimator, ML, GMM, and 2 step; panel data, heteroscedasticity, qualitative responsive models, and limited dependant variables. It emphasizes nonlinear models. Topics such as GMM estimation methods, Lagrange multiplier tests and time series analysis are also covered.

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Contents

Introduction
1
Heteroscedasticity 540
5
Kronecker Products
34
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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