Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding...
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Key Features of Econometric Analysis, Fifth Edition: Major reorganization of material: The entire text has been reconstructed to help students' understanding of the material. Applied orientation: Students learn how to do econometrics. Balanced coverage of topics: Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more tune series and panel data. Applications and numerical examples: Detailed solutions to applications that show students how to do the computations. Attention to both linear and non-linear techniques: Software has made non-linear estimation easy, inclusion of this information is now available.
Sommaire
The Classical Multiple Linear Regression Model
Least Squares
Finite-Sample Properties of the Least Squares Estimator
Large-Sample Properties of the Least Squares and Instrumental Variables Estimators
Inference and Prediction
Functional Form and Structural Change
Specification Analysis and Model Selection
Non-linear Regression Models
Nonspherical Disturbances-The Generalized Regression Model