2nd Edition
Book (30 Sep 1992)
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Covering topics of econometric analysis, this text considers 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. Other topics covered include time series models, Bayesian estimation, and multiple equations models.
| ISBN: | 9780023463914 |
| Publisher: | Prentice Hall |
| Imprint: | Prentice Hall |
| Pub date: | 30 Sep 1992 |
| Edition: | 2nd Edition |
| DEWEY: | 330.015195 |
| DEWEY edition: | 20 |
| Language: | English |
| Number of pages: | 791 |
| Weight: | -1g |
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