Econometric Analysis, 8e
Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level.
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Econometric Analysis, 8e
Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models and underlying theory that is easy to put into practice. It then presents students with a sufficient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the ELD.
Features :
- This text is intended for a one-year graduate course for social scientists.
- It includes five chapters on estimation methods used in current research and five chapters on applications in micro and macro econometrics.
- Appendix E and Chapter 15 contain a description of numerical methods that will be useful to practicing econometricians.
- The author has revised the presentation throughout the book to streamline the development of topics, in some cases, to improve the clarity of the derivations.
Table of Contents
Part I the Linear Regression Model
Chapter 1 Econometrics
Chapter 2 the Linear Regression Model
Chapter 3 Least Squares Regression
Chapter 4 Estimating the Regression Model by Least Squares
Chapter 5 Hypothesis Tests and Model Selection
Chapter 6 Functional form, difference in differences and structural change
Chapter 7 Nonlinear, Semiparametric and Nonparametric RegressionModels
Chapter 8 Endogeneity and Instrumental Variable Estimation
Part II Generalized Regression Model and Equation Systems
Chapter 9 the Generalized Regression Model and Heteroscedasticity
Chapter 10 Systems of Regression Equations
Chapter 11 Models for Panel Data
Part III Estimation Methodology
Chapter 12 Estimation Frameworks in Econometrics
Chapter 13 Minimum Distance Estimation and the Generalized Method ofMoments
Chapter 14 Maximum Likelihood Estimation
Chapter 15 Simulation-Based Estimation and Inference and Random ParameterModels
Chapter 16 Bayesian Estimation and Inference
Part IV Cross Sections, Panel Data and Micro econometrics
Chapter 17 Binary Outcomes and Discrete Choices
Chapter 18 Multinomial Choices and Event Counts
Chapter 19 limited Dependent Variables—Truncation, Censoring andSample Selection
Part V Time Series and Macro econometrics
Chapter 20 S serial Correlation 981
Chapter 21 Nonstationary Data.
| Book | |
|---|---|
| Author | Greene |
| Pages | 1168 |
| Year | 2018 |
| ISBN | 9789353061074 |
| Publisher | Pearson |
| Language | English |
| Uncategorized | |
| Edition | 8/e |
| Weight | 200 g |
| Dimensions | 20.3 x 25.4 x 4.7 cm |
| Binding | Paperback |