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Beschreibung
For first-year graduate courses in Econometrics for Social Scientists. Bridging the gap between social science studies and econometric analysis Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition, Global 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 recognise 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 field.
For first-year graduate courses in Econometrics for Social Scientists. Bridging the gap between social science studies and econometric analysis Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition, Global 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 recognise 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 field.
Inhaltsverzeichnis

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
  • Details
    Erscheinungsjahr: 2019
    Fachbereich: Volkswirtschaft
    Genre: Importe, Wirtschaft
    Rubrik: Recht & Wirtschaft
    Medium: Taschenbuch
    Inhalt: Kartoniert / Broschiert
    ISBN-13: 9781292231136
    ISBN-10: 1292231130
    Sprache: Englisch
    Einband: Kartoniert / Broschiert
    Autor: Greene, William
    Greene, William H.
    Auflage: 8. Auflage
    Hersteller: Pearson
    Pearson Education Limited
    Verantwortliche Person für die EU: Pearson, St.-Martin-Str. 82, D-81541 München, salesde@pearson.com
    Maße: 235 x 195 x 62 mm
    Von/Mit: William Greene (u. a.)
    Erscheinungsdatum: 30.12.2019
    Gewicht: 2,17 kg
    Artikel-ID: 112954989

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