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Econometric Analysis

Опубликовано на портале: 30-07-2004
Upper Saddler River, NJ: Prentice-Hall, 2000
Тематический раздел:
Currently the standard source in Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics, to name just a few, the fourth edition of Econometric Analysis provides a comprehensive survey of econometrics, with signifcant pedagogical work that will continue to serve as a modern, up-to-date text and reference for future practioners.



    1. Introduction
    2. Matrix Algebra
    3. Probability and Distribution Theory
    4. Statistical Inference
    5. Computation and Optimization
    6. The Classical Multiple Linear Regression Model-Specification and Estimation
    7. Inference and Prediction
    8. Functional Form, Nonlinearity, and Specification
    9. Large Sample Results and Alternative Estimator for the Classical Regression Model
    10. Nonlinear Regression Models
    11. Nonspherical Disturbances, Generalized Regression and GMM Estimation
    12. Heteroscedasticity
    13. Autocorrelated Disturbances
    14. Models for Panel Data
    15. Systems of Regression Equations
    16. Simultaneous Equations Models
    17. Regressions with Lagged Variables
    18. Time-Series Models
    19. Models with Discrete Dependent Variables
    20. Limited Dependent Variable and Duration Models

Appendix A. Data Sets Used in Applications

Appendix B. Tables


Author Index

Subject Index

Ключевые слова

См. также:
Russell Davidson, James G. MacKinnon
Damodar Gujarati