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[下载]格林《计量经济分析》（英文版第5版）
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BRIEF CONTENTS
Chapter 1 Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 7
Chapter 3 Least Squares 19
Chapter 4 Finite-Sample Properties of the Least Squares Estimator 41
Chapter 5 Large-Sample Properties of the Least Squares and Instrumental
Variables Estimators 65
Chapter 6 Inference and Prediction 93
Chapter 7 Functional Form and Structural Change 116
Chapter 8 Specification Analysis and Model Selection 148
Chapter 9 Nonlinear Regression Models 162
Chapter 10 Nonspherical Disturbances—The Generalized
Regression Model 191
Chapter 11 Heteroscedasticity 215
Chapter 12 Serial Correlation 250
Chapter 13 Models for Panel Data 283
Chapter 14 Systems of Regression Equations 339
Chapter 15 Simultaneous-Equations Models 378
Chapter 16 Estimation Frameworks in Econometrics 425
Chapter 17 Maximum Likelihood Estimation 468
Chapter 18 The Generalized Method of Moments 525
Chapter 19 Models with Lagged Variables 558
Chapter 20 Time-Series Models 608
Chapter 21 Models for Discrete Choice 663
Chapter 22 Limited Dependent Variable and Duration Models 756
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[此贴子已经被作者于2007-1-8 22:50:23编辑过]
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