Econometrics / Fumio Hayashi
By: Hayashi, Fumio.
Publisher: Princeton : Princeton University Press, 2000Description: xxiii, 683 p. : il. ; 26 cm.ISBN: 0691010188.Subject(s): EconometriaDDC classification: 330.015195
Contents:
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.
Item type | Current location | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Livro Geral | Biblioteca Campus Jardim | 330.015195 H412e (Browse shelf) | 1 | Available | 21578 |
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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.
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