Econometrics Analysis by William H. Greene (1996, Hardcover) 
Econometrics Analysis by William H. Greene (1996, Hardcover)

 
Econometrics Analysis by William H. Greene (1996, Hardcover)

Publisher: Prentice Hall
Publication Date: 1996-12-01
Language: English
Format: Hardcover
ISBN-10: 0023466022
ISBN-13: 9780023466021
Product ID: EPID14653
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Details
Publication Date:1996-12-01

Size
Length:1075 pages
Height:9.8 in
Width:8.3 in
Thickness:2.0 in
Weight:65.6 oz

Publisher's Note
This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used. Includes self-contained summaries of the matrix algebra, statistical theory, and mathematical statistics used in the book. Covers Estimator, ML, GMM, and 2 step; Panel data, heteroscedasticity, qualitative responsive models, limited dependent variables, and emphasizes nonlinear models. Also discusses current topics in applied econometrics, such as GMM estimation methods, Lagrange multiplier tests, and time series analysis.

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