Econometric analysis

This title is aimed at courses in applied econometrics, political methodology, and sociological methods or a one-year graduate course in econometrics for social scientists.

1 Introduction

2 The Classical Multiple Linear Regression Model

3 Least Squares

4 Finite Sample Properties of the Least Squares Estimator

5 Large Sample Properties of the Least Squares and Instrumental Variables Estimators

6 Inference and Prediction

7 Functional Form and Structural Change

8 Specification Analysis and Model Selection

9 Nonlinear Regression Models

10 Nonspherical Disturbances-The Generalized Regression Model

11 Heteroscedasticity

12 Serial Correlation

13 Models for Panel Data

14 Systems of Regression Equations

15 Simultaneous-Equations Models

16 Estimation Frameworks in Econometrics

17 Maximum Likelihood Estimation

18 The Generalized Method of Moments

19 Models with Lagged Variables

20 Time-Series Models

21 Models for Discrete Choice

22 Limited Dependent Variable and Duration Models

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

Appendix G Statistical Tables

References

Author Index

Subject Index

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Bound With These Titles

On Order

Summary

Summary

Table of Contents