Hayashi, Fumio

Econometrics / Fumio Hayashi - Princeton : Princeton University Press, 2000. - xxiii, 683 p. : il. ; 26 cm

Inclui bibliografia e índice

Finite-Sample Properties of OLS. -- Large-Sample Theory. -- Single-Equation GMM. -- Multiple-Equation GMM. -- Panel Data. -- Serial Correlation. -- Extremum Estimators. -- Examples of Maximum Likelihood. -- Unit-Root Econometrics. -- Cointegration.

0691010188


Econometria

330.015195