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ECONOMETRIC ANALYSIS

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This book is intended for a one-year graduate course in econometrics. The prerequisites for that course include calculus, statistics, and an introduction to econometrics at the level of, say, Gujarati's Basic Econometrics (McGraw-Hill, 1988) or Maddala's Introduction to Econometrics (Macmillan, 1988). I have included in Chapters 2 through 4 self-contained summaries of the matrix algebra and statistical theory used later in the book. The remainder of the book is intended to provide an up-to-date summary of econometric methods. This includes the traditional treatment of multiple linear regression as well as, for example, more recent developments in hypothesis testing including Lagrange multiplier tests, specification tests, microeconometrics, the analysis of panel data, and limited dependent variables. (Preface)

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Availability

10001422

330.028 GRE e

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

William H. Greene

Call Number

330.028 GRE e

Publisher

New York : Macmillan Publishing Company., 1990

Collation

xix, 783 p. : ill. ; 25 cm.

Language

English

ISBN/ISSN

0-02-946457-9

Classification

330.028

Content Type

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Edition

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Subject(s)

Buku Umum
Econometrics

Specific Detail Info

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