Econometric Analysis
- Global Edition: 8th Edition
- London Pearson Education 2020
- 1166 P:, ill; 24cm
Table of Contents
PART I. The Linear Regression Model
1.Econometrics 2. The Linear Regression Model 3. Least Squares 4. Estimating the Regression Model by Least Squares 5. Hypothesis Tests and Model Selection 6. Functional Form, Difference in Differences and Structural Change 7. Nonlinear, Semiparametric and Nonparametric Regression Models 8. Endogeneity and Instrumental Variable Estimation
PART II. Generalized Regression Model and Systems of Equations 9. The Generalized Regression Model and Heteroscedasticity 10. Systems of Regression Equations 11. Models for Panel Data
PART III. Estimation Methodology 12. Estimation Frameworks in Econometrics 13. Minimum Distance Estimation and the Generalized Method of Moments 14. Maximum Likelihood Estimation 15. Simulation-Based Estimation and Inference and Random Parameter Models 16. Bayesian Estimation and Inference
PART IV. Cross Sections, Panel Data and Microeconometrics 17. Binary Outcomes and Discrete Choices 18. Multinomial Choices and Event Counts 19. Limited Dependent Variables, Truncation, Censoring and Sample Selection
PART V. Time Series and Macroeconometrics 20. Serial Correlation 21. Nonstationary Data