发帖
雷达卡
＊Greene_textbook.pdf
(6.45 MB, 需要: 1 个论坛币)
Econometric Analysis 7 edition , William H. Greene 英语版本教科书
Part I The Linear Regression Model
Chapter 1 Econometrics 1
Chapter 2 The Linear Regression Model 11
Chapter 3 Least Squares 26
Chapter 4 The Least Squares Estimator 51
Chapter 5 Hypothesis Tests and Model Selection 108
Chapter 6 Functional Form and Structural Change 149
Chapter 7 Nonlinear, Semiparametric, and Nonparametric
Regression Models 181
Chapter 8 Endogeneity and Instrumental Variable Estimation 219
Part II Generalized Regression Model and Equation Systems
Chapter 9 The Generalized Regression Model and Heteroscedasticity 257
Chapter 10 Systems of Equations 290
Chapter 11 Models for Panel Data 343
Part III Estimation Methodology
Chapter 12 Estimation Frameworks in Econometrics 432
Chapter 13 Minimum Distance Estimation and the Generalized
Method of Moments 455
Chapter 14 Maximum Likelihood Estimation 509
Chapter 15 Simulation-Based Estimation and Inference and Random
Parameter Models 603
Chapter 16 Bayesian Estimation and Inference 655
Part IV Cross Sections, Panel Data, and Microeconometrics
Chapter 17 Discrete Choice 681
Chapter 18 Discrete Choices and Event Counts 760
Chapter 19 Limited Dependent Variables—Truncation, Censoring,
and Sample Selection 833
Part V Time Series and Macroeconometrics
Chapter 20 Serial Correlation 903
Chapter 21 Nonstationary Data 942
Part VI Appendices
Appendix A Matrix Algebra 973
Appendix B Probability and Distribution Theory 1015
Appendix C Estimation and Inference 1047
Appendix D Large-Sample Distribution Theory 1066
Appendix E Computation and Optimization 1089
Appendix F Data Sets Used in Applications 1109
References 1115
Combined Author and Subject Index 1161
京公网安备 11010802022788号
