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Econometric Analysis with CDROM cover
  • ISBN: 9780130132970
  • ISBN10: 0130132977

Econometric Analysis With CDROM

by Greene, William H.

  • List Price: $115.00
  • Binding: Software or Access Code
  • Edition: 0004
  • Publisher: Prentice Hall
  • Publish date: 03/01/2007
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Description
Computation and Optimization.The Classical Multiple Linear Regression Model -- Specification andEstimation. Inference and Prediction. Functional Form, Nonlinearity, and Specification. Large Sample Results and Alternative Estimators forthe Classical Regression Model. Nonlinear Regression Models. Nonspherical Disturbances, Generalized Regression and GMM Estimation.Heteroscedasticity. Autocorrelated Disturbances. Models for PanelData. Systems of Regression Equations. Simultaneous Equations Models. Regressions with Lagged Variables. Time-Series Models. Models withDiscrete Dependent Variables. Limited Dependent Variable and DurationModels.
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