Buch, Englisch, 1166 Seiten, Format (B × H): 187 mm x 232 mm, Gewicht: 1644 g
Buch, Englisch, 1166 Seiten, Format (B × H): 187 mm x 232 mm, Gewicht: 1644 g
ISBN: 978-1-292-23113-6
Verlag: Pearson
Autoren/Hrsg.
Weitere Infos & Material
PART I. The Linear Regression Model1.Econometrics 2. The Linear Regression Model 3. Least Squares 4. Estimating the Regression Model by Least Squares 5. Hypothesis Tests and Model Selection 6. Functional Form, Difference in Differences and Structural Change 7. Nonlinear, Semiparametric and Nonparametric Regression Models 8. Endogeneity and Instrumental Variable Estimation PART II. Generalized Regression Model and Systems of Equations9. The Generalized Regression Model and Heteroscedasticity 10. Systems of Regression Equations 11. Models for Panel Data PART III. Estimation Methodology12. Estimation Frameworks in Econometrics 13. Minimum Distance Estimation and the Generalized Method of Moments 14. Maximum Likelihood Estimation 15. Simulation-Based Estimation and Inference and Random Parameter Models 16. Bayesian Estimation and Inference PART IV. Cross Sections, Panel Data and Microeconometrics17. Binary Outcomes and Discrete Choices 18. Multinomial Choices and Event Counts 19. Limited Dependent Variables, Truncation, Censoring and Sample Selection PART V. Time Series and Macroeconometrics20. Serial Correlation 21. Nonstationary Data PART VI. AppendicesAppendix A: Matrix Algebra Appendix B: Probability and Distribution Theory Appendix C: Estimation and Inference Appendix D: Large Sample Distribution Theory Appendix E: Computation and Optimization Appendix F: Data Sets Used In Applications