Advanced EconometricsAdvanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. |
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Contents
Classical Least Squares Theory | 1 |
Recent Developments in Regression Analysis | 45 |
Large Sample Theory | 81 |
Copyright | |
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