Detalles del Título
Detalles del Título

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Título Econometric Analysis / William H. Greene. - Eighth editionLibros / Impreso - Libros
Autor(es) Greene, William H., 1951- (Autor)
Publicación Chennai : Pearson, 2018
Descripción Física xl, 1126 páginas : ilustraciones ; 24 cm
Idioma Inglés;
ISBN 9789353061074
Clasificación(es) 330.01
ECONOMIA
Departamento de Economía
Materia(s) Econometría; Modelos econométricos; Regresión lineal; Muestreo; Variables Dummy;
Nota(s) Incluye referencias bibliográficas (p. 1115-1160) e índice
CONTENIDO: The Linear Regression Model. Econometrics -- The Linear Regression Model -- Least Squares Regression -- Estimating the Regression Model by Least Squares -- Hypothesis Tests and Model Selection -- Functional Form, Difference in Differences, and Structural Change -- Nonlinear, Semiparametric, and Nonparametric Regression Models -- Endogeneity and Instrumental Variable Estimation -- Generalized Regression Model and Equation Systems. The Generalized Regression Model and Heteroscedasticity -- Systems of Regression Equations -- Models for Panel Data -- Estimation Methodology. Estimation Frameworks in Econometrics -- Minimum Distance Estimation and the Generalized Method of Moments -- Maximum Likelihood Estimation -- Simulation-Based Estimation and Inference and Random Parameter Models -- Bayesian Estimation and Inference -- Cross Sections, Panel Data, and Microeconometrics. Binary Outcomes and Discrete Choice -- Multinomial Choices and Event Counts -- Limited Dependent Variables - Truncation, Censoring, and Sample Selection -- Time Series and Macroeconometrics. Serial Correlation -- Nonstationary Data -- Online Appendices. Appendix A Matrix Algebra -- Appendix B Probability and Distribution Theory -- Appendix C Estimation and Inference -- Appendix D Large-Sample Distribution Theory -- Appendix E Computation and Optimization -- Appendix F Data Sets Used in Applications.
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Disponibilidad
CodBarras Localización Piso Signatura Estado Categoría
136402Biblioteca Universidad Icesi2330.01/G812e/2018/ej.1DisponibleCol. Alt Tra
136417Biblioteca Universidad Icesi2330.01/G812e/2018/ej.2DisponibleCol. Alt Tra