Description

Book Synopsis


Table of Contents
  • PART I. The Linear Regression Model
  • 1.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 Equations
  • 9. The Generalized Regression Model and Heteroscedasticity
  • 10. Systems of Regression Equations
  • 11. Models for Panel Data
  • PART III. Estimation Methodology
  • 12. 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 Microeconometrics
  • 17. 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 Macroeconometrics
  • 20. Serial Correlation
  • 21. Nonstationary Data
  • PART VI. Appendices
  • Appendix 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

Econometric Analysis Global Edition

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    Description

    Book Synopsis


    Table of Contents
    • PART I. The Linear Regression Model
    • 1.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 Equations
    • 9. The Generalized Regression Model and Heteroscedasticity
    • 10. Systems of Regression Equations
    • 11. Models for Panel Data
    • PART III. Estimation Methodology
    • 12. 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 Microeconometrics
    • 17. 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 Macroeconometrics
    • 20. Serial Correlation
    • 21. Nonstationary Data
    • PART VI. Appendices
    • Appendix 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

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