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184394.zip
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本附件包括：- Greene_6e_Solutions_Manual.pdf
</p><p>【书名】 Solutions and Applications Manual for Econometric Analysis（Sixth Edition）<br/>【作者】 GREEN<br/>【出版社】<br/>【版本】<br/>【出版日期】2007.6<br/>【文件格式】PDF <br/>【文件大小】2.06mb<br/>【页数】193页<br/>【ISBN出版号】<br/>【资料类别】计量经济学<br/>【市面定价】<br/>【扫描版还是影印版】清晰扫描版<br/>【是否缺页】完整<br/>【关键词】Solutions; Applications&nbsp;; Econometric Analysis<br/>【内容简介】本书为格林经济计量分析第六版应用手册，其中包括相应软件使用等。<br/>【目录】<br/>Chapter 1 Introduction 1<br/>Chapter 2 The Classical Multiple Linear Regression Model 2<br/>Chapter 3 Least Squares 3<br/>Chapter 4 Statistical Properties of the Least Squares Estimator 10<br/>Chapter 5 Inference and Prediction 19<br/>Chapter 6 Functional Form and Structural Change 30<br/>Chapter 7 Specification Analysis and Model Selection 40<br/>Chapter 8 The Generalized Regression Model and Heteroscedasticity 44<br/>Chapter 9 Models for Panel Data 54<br/>Chapter 10 Systems of Regression Equations 67<br/>Chapter 11 Nonlinear Regressions and Nonlinear Least Squares 80<br/>Chapter 12 Instrumental Variables Estimation 85<br/>Chapter 13 Simultaneous-Equations Models 90<br/>Chapter 14 Estimation Frameworks in Econometrics 97<br/>Chapter 15 Minimum Distance Estimation and The Generalized Method of Moments 102<br/>Chapter 16 Maximum Likelihood Estimation 105<br/>Chapter 17 Simulation Based Estimation and Inference 117<br/>Chapter 18 Bayesian Estimation and Inference 120<br/>Chapter 19 Serial Correlation 122<br/>Chapter 20 Models with Lagged Variables 128<br/>Chapter 21 Time-Series Models 131<br/>Chapter 22 Nonstationary Data 132<br/>Chapter 23 Models for Discrete Choice 136<br/>Chapter 24 Truncation, Censoring and Sample Selection 142<br/>Chapter 25 Models for Event Counts and Duration 147<br/>Appendix A Matrix Algebra 155<br/>Appendix B Probability and Distribution Theory 162<br/>Appendix C Estimation and Inference 172<br/>Appendix D Large Sample Distribution Theory 183<br/>Appendix E Computation and Optimization 184<br/>【原创书评】<br/>This book presents solutions to the end of chapter exercises and applications in Econometric Analysis. There<br/>are no exercises in the text for Appendices A – E. For the instructor or student who is interested in exercises for<br/>this material, I have included a number of them, with solutions, in this book. The various computations in the<br/>solutions and exercises are done with the NLOGIT Version 4.0 computer package (Econometric Software, Inc.,<br/>Plainview New York, <a href="http://www.nlogit.com">www.nlogit.com</a>). In order to control the length of this document, only the solutions and<br/>not the questions from the exercises and applications are shown here. In some cases, the numerical solutions<br/>for the in text examples shown here differ slightly from the values given in the text. This occurs because in<br/>general, the derivative computations in the text are done using the digits shown in the text, which are rounded to<br/>a few digits, while the results shown here are based on internal computations by the computer that use all digits.<br/></p>
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