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Verbeek, M., A Guide to Modern Econometrics, 2rd edition
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Table of Contents
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1. Introduction
2. An introduction to linear regression
3. Interpreting and comparing regression models
4. Heteroskedasticity and autocorrelation
5. Endogeneity, instrumental variables and GMM
6. Maximum likelihood estimation and specification tests
7. Models with limited dependent variables
8. Univariate time series models
9. Multivariate time series models
10. Models based on panel data
Appendix A: Vectors and matrices
Appendix B: Statistical and distribution theory
References
Subject index
[此贴子已经被作者于2009-1-29 17:32:10编辑过]
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