Econometric analysis / William H. Greene.

Format:

Book

Author/Creator:

Greene, William H., 1951-

Contributor:

Rosengarten Family Fund.

Language:

English

Subjects (All):

Econometrics.

Physical Description:

xxv, 1004 pages : illustrations ; 25 cm + 1 computer optical disc (4 3/4 in.)

Edition:

Fourth edition.

Place of Publication:

Upper Saddle River, N.J. : Prentice Hall, [2000]

Summary:

Computation and Optimization.The Classical Multiple Linear Regression Model -- Specification andEstimation. Inference and Prediction. Functional Form, Nonlinearity, and Specification. Large Sample Results and Alternative Estimators forthe Classical Regression Model. Nonlinear Regression Models. Nonspherical Disturbances, Generalized Regression and GMM Estimation.Heteroscedasticity. Autocorrelated Disturbances. Models for PanelData. Systems of Regression Equations. Simultaneous Equations Models. Regressions with Lagged Variables. Time-Series Models. Models withDiscrete Dependent Variables. Limited Dependent Variable and DurationModels.

Notes:

Includes bibliographical references (pages 963-988) and indexes.

Local Notes:

Acquired for the Penn Libraries with assistance from the Rosengarten Family Fund.

ISBN:

0130132977

OCLC:

40954152