TY  - BOOK
AU  - Greene,William H.
TI  - Econometric analysis
SN  - 1292231130
AV  - HB139 .G74 2012
U1  - 330.015 22
PY  - 2012///
CY  - Boston
PB  - Prentice Hall
KW  - Econometrics
N1  - Includes bibliographical references (p. 1115-1160) and index; --Econometrics --The linear regression model --Least squares regression --Estimating the regression model by least squares --Hypothesis tests and model selection --Functional form, difference in differences, and structural change --Nonlinear, semiparametric, and nonparametric regression models --Endogeneity and instrumental variable estimation --Generalized regression model and heteroscedasticity --Systems of regression equations --Models for panel data --Estimation frameworks in econometrics --Minimum distance estimation and the generalized method of moments --Maximum likelihood estimation --Simulation-based estimation and inference and random parameter models --Bayesian estimation and inference --Binary outcomes and discrete choices --Multinomial choices and event counts --Limited dependent variable-truncation, censoring, and sample selection --Time series and macroeconometrics --Serial correlation --Non stationary data
ER  -