Econometric analysis / por William H. Greene. --
By: Greene, William H
.
Material type: 
BookPublisher: Estados Unidos da América : Prentice Hall, 2000Edition: 4. ed.Description: xxv, 1004 p. : il. ; CD-ROM.ISBN: 0130132977.Subject(s): Econometria | Análise -- econometria| Item type | Current location | Collection | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|
| Livro Geral | Biblioteca Graciliano Ramos | Livro Geral | 330.0151 G7991e (Browse shelf) | Ex. 1 | Available | Contém CD-ROM | 2022-0085 |
Inclui bibliografia e índice.
Chapter 1. Introduction Chapter 2. Matriz Algebra Chapter 3. Probability and Distribution Theory Chapter 4. Statistical Inference Chapter 5. Computation and Optimization Chapter 6. The Classicl Multiple Linear Regression Model: Specification and Estimation Chapter 7. Inference and Prediction Chapter 8. Functional Form, Nonlinearity, and Specification Chapter 9. Large-Sample Results and Alternative Estimators fo the Classical Regression Model Chapter 10. Nonlinear Regression Models Chapter 11. Nonspherical Disturances, Generalized Regression, and GMM Estimation Chapter 12. Heteroscedasticity Chapter 13. Autocorrelated Disturbances Chapter 14. Models for Panel Data Chapter 15. Systems of Regression Equations Chapter 16. Simultaneous Equations Models Chapter 17. Regressions with Lagged Variables Chapter 18. Time-Series Models Chapter 19. Models with Discrete Dependent Variables Chapter 20. Limited Dependent Variable and Duration Models
Texto completo em inglês.
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