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Presents the main statistical tools of econometrics more
Presents the main statistical tools of econometrics
Includes bibliographical references (p. 477-492) and index
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Foreword; Preface; Part I: Statistical Methods; 1 Statistical Models; 2 Sequential Models and Asymptotics; 3 Estimation by Maximization and by the Method of Moments; 4 Asymptotic Tests; 5 Nonparametric Methods; 6 Simulation Methods; Part II: Regression Models; 7 Conditional Expectation; 8 Univariate Regression; 9 Generalized Least Squares Method, Heteroskedasticity, and Multivariate Regression ; 10 Nonparametric Estimation of the Regression ; 11 Discrete Variables and Partially Observed Models ; Part III: Dynamic Models
12 Stationary Dynamic Models13 Nonstationary Processes and Cointegration; 14 Models for Conditional Variance; 15 Nonlinear Dynamic Models; Part IV: Structural Modeling; 16 Identification and Overidentification in Structural Modeling; 17 Simultaneity; 18 Models with Unobservable Variables; Bibliography; Index
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