Econometrics
-15%
portes grátis
Econometrics
Peracchi, Franco
John Wiley & Sons Inc
12/2000
704
Dura
Inglês
9780471987642
15 a 20 dias
1322
Descrição não disponível.
Preface.
Notation.
Regression Models.
Sampling.
Time Series.
Point Estimation.
Statistical Accuracy and Hypothesis Testing.
The Classical Linear Model: Estimation.
Violations of the Ideal Conditions for OLS.
Diagnostics Based on the OLS Estimates.
The Classical Linear Model: Hypothesis Testing.
Asymptotic Properties of Least Squares Methods.
The Instrumental Variables Method.
Linear Models for Panel Data.
Linear Simultaneous Equation Models.
Nonparametric Methods.
M-Estimators.
Adaptive and Robust Regression Estimators.
Models for Discrete Responses.
Models for Truncated and Censored Data.
References.
Appendix A: Review of Linear Algebra.
Appendix B: Methods of Numerical Maximization.
Appendix C: Review of Probability.
Appendix D: Elements of Asymptotic Theory.
Index.
Notation.
Regression Models.
Sampling.
Time Series.
Point Estimation.
Statistical Accuracy and Hypothesis Testing.
The Classical Linear Model: Estimation.
Violations of the Ideal Conditions for OLS.
Diagnostics Based on the OLS Estimates.
The Classical Linear Model: Hypothesis Testing.
Asymptotic Properties of Least Squares Methods.
The Instrumental Variables Method.
Linear Models for Panel Data.
Linear Simultaneous Equation Models.
Nonparametric Methods.
M-Estimators.
Adaptive and Robust Regression Estimators.
Models for Discrete Responses.
Models for Truncated and Censored Data.
References.
Appendix A: Review of Linear Algebra.
Appendix B: Methods of Numerical Maximization.
Appendix C: Review of Probability.
Appendix D: Elements of Asymptotic Theory.
Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
classical; econometrics; emphasis; author; linear; gap between; areas; years; last; instrumental; research; key; methods; nonparametric; subject; postgraduate; provides rigorous; accessible; statistical; principle; estimation; introduction
Preface.
Notation.
Regression Models.
Sampling.
Time Series.
Point Estimation.
Statistical Accuracy and Hypothesis Testing.
The Classical Linear Model: Estimation.
Violations of the Ideal Conditions for OLS.
Diagnostics Based on the OLS Estimates.
The Classical Linear Model: Hypothesis Testing.
Asymptotic Properties of Least Squares Methods.
The Instrumental Variables Method.
Linear Models for Panel Data.
Linear Simultaneous Equation Models.
Nonparametric Methods.
M-Estimators.
Adaptive and Robust Regression Estimators.
Models for Discrete Responses.
Models for Truncated and Censored Data.
References.
Appendix A: Review of Linear Algebra.
Appendix B: Methods of Numerical Maximization.
Appendix C: Review of Probability.
Appendix D: Elements of Asymptotic Theory.
Index.
Notation.
Regression Models.
Sampling.
Time Series.
Point Estimation.
Statistical Accuracy and Hypothesis Testing.
The Classical Linear Model: Estimation.
Violations of the Ideal Conditions for OLS.
Diagnostics Based on the OLS Estimates.
The Classical Linear Model: Hypothesis Testing.
Asymptotic Properties of Least Squares Methods.
The Instrumental Variables Method.
Linear Models for Panel Data.
Linear Simultaneous Equation Models.
Nonparametric Methods.
M-Estimators.
Adaptive and Robust Regression Estimators.
Models for Discrete Responses.
Models for Truncated and Censored Data.
References.
Appendix A: Review of Linear Algebra.
Appendix B: Methods of Numerical Maximization.
Appendix C: Review of Probability.
Appendix D: Elements of Asymptotic Theory.
Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
