Advanced Econometrics [1 ed.] 0674005600, 9780674005600
Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It wi
205 5 17MB
English Pages 521 [515] Year 1985
Table of contents :
Cover......Page 0
Preface......Page 7
Contents......Page 9
1. Classical Least Squares Theory......Page 11
2. Recent Developments in Regression Analysis......Page 55
3. Large Sample Theory......Page 91
4. Asymptotic Properties of Extremum Estimators......Page 115
5. Time Series Analysis......Page 169
6. Generalized Least Squares Theory......Page 191
7. Linear Simultaneous Equations Models......Page 238
8. Nonlinear Simultaneous Euations Models......Page 255
9. Qualitative Response Models......Page 277
10. Tobit Models......Page 370
11. Markov Chain and Duration Models......Page 422
Appendix 1: Useful Theorems in Matrix Analysis......Page 469
Appendix 2: Distribution Theory......Page 473
Notes......Page 475
References......Page 485
Subject Index (missing)......Page 515
Cover......Page 0
Preface......Page 7
Contents......Page 9
1. Classical Least Squares Theory......Page 11
2. Recent Developments in Regression Analysis......Page 55
3. Large Sample Theory......Page 91
4. Asymptotic Properties of Extremum Estimators......Page 115
5. Time Series Analysis......Page 169
6. Generalized Least Squares Theory......Page 191
7. Linear Simultaneous Equations Models......Page 238
8. Nonlinear Simultaneous Euations Models......Page 255
9. Qualitative Response Models......Page 277
10. Tobit Models......Page 370
11. Markov Chain and Duration Models......Page 422
Appendix 1: Useful Theorems in Matrix Analysis......Page 469
Appendix 2: Distribution Theory......Page 473
Notes......Page 475
References......Page 485
Subject Index (missing)......Page 515
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