Econometric Analysis, 8e

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NPR 1,592.00


Econometric Analysis, 8e

Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level.

NPR 1,592.00 1592.0 NPR NPR 1,768.00

NPR 1,768.00


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  • Pages 1168
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Econometric Analysis, 8e

Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models and underlying theory that is easy to put into practice. It then presents students with a sufficient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the ELD. 

Features :
  • This text is intended for a one-year graduate course for social scientists.
  • It includes five chapters on estimation methods used in current research and five chapters on applications in micro and macro econometrics.
  • Appendix E and Chapter 15 contain a description of numerical methods that will be useful to practicing econometricians.
  • The author has revised the presentation throughout the book to streamline the development of topics, in some cases, to improve the clarity of the derivations. 
Table of Contents 
Part I the Linear Regression Model

Chapter 1 Econometrics 

Chapter 2 the Linear Regression Model 

Chapter 3 Least Squares Regression 

Chapter 4 Estimating the Regression Model by Least Squares 

Chapter 5 Hypothesis Tests and Model Selection 

Chapter 6 Functional form, difference in differences and structural change 

Chapter 7 Nonlinear, Semiparametric and Nonparametric RegressionModels 

Chapter 8 Endogeneity and Instrumental Variable Estimation

Part II Generalized Regression Model and Equation Systems

Chapter 9 the Generalized Regression Model and Heteroscedasticity 

Chapter 10 Systems of Regression Equations 

Chapter 11 Models for Panel Data 

Part III Estimation Methodology

Chapter 12 Estimation Frameworks in Econometrics

Chapter 13 Minimum Distance Estimation and the Generalized Method ofMoments 

Chapter 14 Maximum Likelihood Estimation 

Chapter 15 Simulation-Based Estimation and Inference and Random ParameterModels 

Chapter 16 Bayesian Estimation and Inference

Part IV Cross Sections, Panel Data and Micro econometrics

Chapter 17 Binary Outcomes and Discrete Choices

Chapter 18 Multinomial Choices and Event Counts 

Chapter 19 limited Dependent Variables—Truncation, Censoring andSample Selection

 Part V Time Series and Macro econometrics

Chapter 20 S serial Correlation 981

Chapter 21 Nonstationary Data.

Book
Author Greene
Pages 1168
Year 2018
ISBN 9789353061074
Publisher Pearson
Language English
Uncategorized
Edition 8/e
Weight 200 g
Dimensions 20.3 x 25.4 x 4.7 cm
Binding Paperback