A complete coverage of all topics of econometric analysis, this text includes information on GMM estimation, survival models, unit roots, and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. It also includes coverage of Bayesian estimation multiple equation models, time series, qualitative and dependent variables. An instructor's manual ...
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A complete coverage of all topics of econometric analysis, this text includes information on GMM estimation, survival models, unit roots, and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. It also includes coverage of Bayesian estimation multiple equation models, time series, qualitative and dependent variables. An instructor's manual is also available (ISBN:0-02-346392-9).
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