1 Introduction.- 2 Review of Ordinary Least Squares and Generalized Least Squares.- 3 Point Estimation and Tests of Hypotheses in Small Samples.- 4 Large Sample Point Estimation and Tests of Hypotheses.- 5 Stochastic Regressors.- 6 Use of Prior Information.- 7 Preliminary Test and Stein-Rule Estimators.- 8 Feasible Generalized Least Squares Estimation.- 9 Heteroscedasticity.- 10 Autocorrelation.- 11 Lagged Dependent Variables and Autcorrelation.- 12 Unobservable Variables.- 13 Multicollinearity.- 14 Varying Coefficient ... Read More
1 Introduction.- 2 Review of Ordinary Least Squares and Generalized Least Squares.- 3 Point Estimation and Tests of Hypotheses in Small Samples.- 4 Large Sample Point Estimation and Tests of Hypotheses.- 5 Stochastic Regressors.- 6 Use of Prior Information.- 7 Preliminary Test and Stein-Rule Estimators.- 8 Feasible Generalized Least Squares Estimation.- 9 Heteroscedasticity.- 10 Autocorrelation.- 11 Lagged Dependent Variables and Autcorrelation.- 12 Unobservable Variables.- 13 Multicollinearity.- 14 Varying Coefficient Models.- 15 Models That Combine Time-Series and Cross-Section Data.- 16 The Analysis of Models with Qualitative or Censored Dependent Variables.- 17 Distributed Lags.- 18 Uncertainty in Model Specification and Selection.- 19 Introduction to Simultaneous Equations Models.- 20 Identification.- 21 Limited Information Estimation.- 22 Full Information Estimation.- 23 Reduced Form Estimation and Prediction in Simultaneous Equations Models.- 24 Properties of Dynamic Simultaneous Equations Models.- 25 Special Topics in Simultaneous Equations.- Appendix Estimation and Inference in Nonlinear Statistical Models.- A.1 Nonlinear Optimization.- A.1.1 Method of Steepest Ascent.- A.1.2 The Method of Newton.- A.1.3 Method of Quadratic Hill Climbing.- A.1.4 Numerical Differentiation.- A.2 Maximum Likelihood Estimation.- A.2.1 Use of the Method of Newton.- A.2.2 Method of Scoring.- A.2.3 The Method of Berndt, Hall, Hall, and Hausman.- A.2.4 Asymptotic Tests Based on the Maximum Likelihood Method.- A.2.4a The Wald Test.- A.2.4b The Lagrange-Multiplier Test.- A.2.4c The Likelihood Ratio Test Statistic.- A.2.4d Concluding Remarks.- A.3 Nonlinear Regression.- A.4 Summary and Guide to Further Readings.- A.5 References. Read Less
Add this copy of Advanced Econometric Methods to cart. $47.86, good condition, Sold by BookHolders rated 5.0 out of 5 stars, ships from Gambrills, MD, UNITED STATES, published 1988 by Springer.
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Add this copy of Advanced Econometric Methods to cart. $77.07, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 1988 by Springer.
Add this copy of Advanced Econometric Methods to cart. $20.14, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1984 by Springer.
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Add this copy of Advanced Econometric Methods to cart. $36.36, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1984 by Springer-Verlag.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1200grams, ISBN: 0387909087.
Add this copy of Advanced Econometric Methods to cart. $42.00, very good condition, Sold by Grey Matter Books rated 4.0 out of 5 stars, ships from Hadley, MA, UNITED STATES, published 1984 by Springer.
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Very Good. No Jacket. Text is unmarked; pages are bright, though there are a couple stray marks on the top edge of the pages. Binding is sturdy; the spine is creased. Covers show some wear around the corners and at the head and base of the spine. No dust jacket, likely as issued. 624pp.
