Econometrics
Опубликовано на портале: 06-08-2003
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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
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http://www.ssc.wisc.edu/~bhansen/econome... |
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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
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