Econometric Analysis

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Collier Macmillan, 1993 - Business & Economics - 791 pages
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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Contents

INTRODUCTION
1
PROBABILITY
53
Exercises
81
Copyright

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About the author (1993)

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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