Econometric Analysis, Part 1

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Prentice Hall, 2000 - Business & Economics - 1004 pages

For graduate-level courses in Introduction to Econometrics.

A standard text/reference in courses that include basic techniques in regression analysis and extensions used when linear models prove inadequate or inappropriate. Areas of application include Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics. This book introduces students to the broad field of applied econometrics. An effective bridge to both on-the-job problems and to the professional literature, it features extensive applications and presents sufficient theoretical background to enable students to recognize new variants of the models that they learn about here as merely natural extensions that fit within a common body of principles.

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Contents

Introduction
1
Matrix Algebra
9
Exercises
58
Copyright

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Econometric Analysis
William H. Greene
No preview available - 2000

Common terms and phrases

analysis apply assume assumption asymptotic covariance matrix autocorrelation B₁ B₂ Chapter chi-squared distribution coefficients column computed conditional consider consistent estimator constant term converges correlation covariance matrix critical value data set degrees of freedom density dependent variable derivatives diagonal discussion disturbances dummy variable econometrics equal equation esti estimator of ẞ example FGLS estimator finite heteroscedasticity homoscedasticity income instrumental variables iteration Lagrange multiplier least squares estimator likelihood function likelihood ratio linear regression log-likelihood log-likelihood function logit model maximum likelihood estimator mean method nonlinear regression normal distribution observations obtain ordinary least squares parameters plim Poisson probability probit model problem produces random variable regressors restrictions sample Section solution specification standard errors standard normal suggested sum of squares Table test statistic theorem time-series tion unbiased Var[b variance vector Wald statistic Wald test x₁ y₁ zero σ²

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Bibliographic information

TitleEconometric Analysis, Part 1
Econometric Analysis, William H. Greene
AuthorWilliam H. Greene
Edition4
PublisherPrentice Hall, 2000
ISBN0130132977, 9780130132970
Length1004 pages
Subjects ›  › 

Business & Economics / Econometrics
Business & Economics / Economics / General
  
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