Econometric Analysis, 8th Edition
©2018 |Pearson | Available
William H. Greene, Stern School of Business, New York University
©2018 |Pearson | Available
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For first-ear 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 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 recognize 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.
Presents students with a solid understanding of applied econometrics and theoretical concepts
This text has two objectives that are intended to help students bridge the gap between the field of econometrics and the professional literature for graduate students in social sciences:
Introduces important concepts necessary to understand the fundamental concepts of econometrics
The arrangement of this text begins with formal presentation of the development of the fundamental pillar of econometrics. Some highlights include:
Provides engaging real-orld examples to help students understand course material
Once the fundamental concepts are addressed, the second half proceeds to explain the involved methods of analysis that contemporary researchers use in analysis of real-world data.
Offers details on the maximum likelihood estimator (MLE) and broad coverage of all possible alternatives to MLE
Shares articles and journals featuring the most recent developments in econometrics
Updated and streamlined for the 8th Edition
Shares articles and journals featuring the most recent developments in econometrics
Updated and streamlined for the 8th Edition
PART I. The Linear Regression Model
1.EconometricsPART 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
PART VI. Appendices
Appendix A: Matrix Algebra
Appendix B: Probability and Distribution Theory
Appendix C: Estimation and Inference
Appendix D: Large Sample Distribution Theory
Appendix E: Computation and Optimization
Appendix F: Data Sets Used In Applications
Format | Unbound (Non-Saleable) | |
ISBN-13: | 9780134461632 | |
Availability |
Appendices for Econometric Analysis, 8th Edition
Greene
©2018
Format | Website | |
ISBN-13: | 9780134804514 | |
Availability |
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Greene
©2018  | Pearson  | 1176 pp
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