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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