Econometric analysis
- 4a ed.
- New Jersey Prentice Hall 2000
- 1004 p.
Contiene: 1. Introduction.- 2. Matrix algebra.- 3. Probability and distribution theory.- 4. Statistical inference.- 5. Computation and optimization.- 6. The classical multiple linear regression.- 7. Inference and prediction.- 8. Functional form, nonlinearity, and specification.- 9. Large - sample results and alternative estimators for the classical regression model.- 10. Nonlinear regression models.- 11. Nospherical disturbances, generalized regression, and GMM estimation.- 12. Heteroscedasticity.- 13. Autocorrelated disturbances.- 14. Models for panel data.- 15. Systems of regression equations.- 16. Simultaneous equations models.- 17. Regressions with lagged variables.- 18. Time series models.- 19. Models with discrete dependent variables.- 20.Limited dependent variable and duration models.