Econometrics
Опубликовано на портале: 06-08-2003
|
Aннотация:
Lectures written for a first-year Ph.D. course in econometrics.
Lectures written for a first-year Ph.D. course in econometrics.
This is a draft of an incomplete first-year Ph.D. econometrics textbook
Table of Contents
Appendix A: Matrix Algebra
Appendix B: Probability Theory
Appendix C: Asymptotic Theory
Appendix D: Maximum Likelihood
Appendix E: Numerical Optimization
Bibliography
Table of Contents
- Introduction
- Regression and Projection
- Least Squares Estimation
- Inference
- Additional Regression Topics
- The Bootstrap
- Generalized Method of Moments
- Empirical Likelihood
- Endogeneity
- Univariate Time Series
- Multivariante Time Series
- Limited Dependent Variables
- Panel Data
- Nonparametrics
Appendix A: Matrix Algebra
Appendix B: Probability Theory
Appendix C: Asymptotic Theory
Appendix D: Maximum Likelihood
Appendix E: Numerical Optimization
Bibliography
|
|
http://www.ssc.wisc.edu/~bhansen/econome... |
сохранить
[1.22 МБ]
[1.22 МБ]
Ключевые слова
asymptotic distribution theory bootstrap endogeneity exact distribution theory functional form generalized method of moments limited dependent variable nonlinear regression panel data univariate time series VAR
См. также:
IMF ,Working Paper.
2007.
No. 07/189.
[Статья]
[Компьютерная программа]
Economics Letters.
1998.
Vol. 58.
No. 1.
P. 17-29.
[Статья]
[Компьютерная программа]
Theoretical and Applied Economics.
2007.
Vol. 2.
No. 2.
P. 83-92.
[Статья]
Quarterly Review of the Federal Reserve Bank of Minneapolis.
1986.
Vol. 10.
No. 1.
P. 2-16.
[Статья]