Screen LibraryIntroductory Econometrics /
This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this...
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| Main Authors: | |
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| Published: |
Springer International Publishing : Imprint: Springer,
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| Publisher Address: | Cham : |
| Publication Dates: | 2017. |
| Literature type: | eBook |
| Language: | English |
| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1007/978-3-319-65916-9 |
| Summary: |
This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse |
| Carrier Form: | 1 online resource (XVI, 283 pages) |
| ISBN: | 9783319659169 |
| Index Number: | HB139 |
| CLC: | F224.0 |
| Contents: | Chapter 0: Introduction -- Chapter 1: General Linear Model I -- Chapter 2: General Methods of Estimation -- Chapter 3: General Linear Model II -- Chapter 4: The General Linear Model III -- Chapter 5: The General Linear Model IV -- Chapter 6: Misspecification and Errors in Variables -- Chapter 7: Discreet Choice Model: Logit and Probit Analysis -- Chapter 8: Simultaneous Equations Models and the Identification Problem -- Chapter 9: Time Series I -- Chapter 10: Time Series II -- Chapter 11: Nonparametric Methods -- Chapter 12: Review of Basic Probability and Statistics. |