Econometric Analysis
- List Price: $100.00
- Binding: Hardcover
- Edition: 0003
- Publisher: Prentice Hall
- Publish date: 03/01/1998
Description:
This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used.
Expand description
Includes self-contained summaries of the matrix algebra, statistical theory, and mathematical statistics used in the book. Covers Estimator, ML, GMM, and 2 step; Panel data, heteroscedasticity, qualitative responsive models, limited dependent variables, and emphasizes nonlinear models. Also discusses current topics in applied econometrics, such as GMM estimation methods, Lagrange multiplier tests, and time series analysis.
Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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