Econometric analysis

By:

Greene William H

Contributor(s):

Publication details: London Prentice Hall 2012Description: 1198p xxxiiiISBN:

9780023463914

Subject(s):

1.Econometrics

DDC classification:

330.010000 GRE

Contents:

Synopsis Covering topics of econometric analysis, this text considers GMM estimation, survival models, unit roots and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. Other topics covered include time series models, Bayesian estimation, and multiple equations models.

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Item type	Current library	Call number	Status	Date due	Barcode
BOOKs	National Law School	330.01 GRE (Browse shelf(Opens below))	Available		34141

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Previous	330 WIC-I Lectures on political economy Vol. I General Theory	330 WIC-II Lectures on political economy Vol. II Money	330 WIT Economic analysis of the law : Selected readings	330.01 GRE Econometric analysis	330.01 KIN The Oxford handbook of philosophy of economics /	330.01 MOO Econometrics as a con art :	330.01 THA Nudge :	Next

Synopsis
Covering topics of econometric analysis, this text considers GMM estimation, survival models, unit roots and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. Other topics covered include time series models, Bayesian estimation, and multiple equations models.

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