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Econometrics

Опубликовано на портале: 06-08-2003
Факультет: Economics
Дисциплина: Econometrics
Язык: Английский
Тематические разделы: Экономика, Эконометрика

Aннотация:
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

  1. Introduction
  2. Regression and Projection
  3. Least Squares Estimation
  4. Inference
  5. Additional Regression Topics
  6. The Bootstrap
  7. Generalized Method of Moments
  8. Empirical Likelihood
  9. Endogeneity
  10. Univariate Time Series
  11. Multivariante Time Series
  12. Limited Dependent Variables
  13. Panel Data
  14. 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...

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