Estimation and Inference in Econometrics - 9780195060119
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Offering students a unifying theoretical perspective, this innovative text emphasizes nonlinear techniques of estimation, including nonlinear least squares, nonlinear instrumental variables, maximum likelihood and the generalized method of moments, but nevertheless relies heavily on simple geometrical arguments to develop intuition. One theme of the book is the use of artificial regressions for estimation, inference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, series correlation, heteroskedasticity and other types of misspecification. Other topics include the linear simultaneous equations model, non-nested hypothesis tests, influential observations and leverage, transformations of the dependent variable, binary response models, models for time-series/cross-section data, multivariate models, seasonality, unit roots and cointegration, and Monte Carlo methods, always with an emphasis on problems that arise in applied work. Explaining throughout how estimates can be obtained and tests can be carried out, the text goes beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. A comprehensive and coherent guide to the most vital topics in econometrics today, this text is indispensable for all levels of students of econometrics, economics, and statistics on regression and related topics.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Very good condition -A book that has been read and does not look new, but is in excellent condition. Don't have obvious damage to the book cover. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Very good condition -A book that has been read and does not look new, but is in excellent condition. Don't have obvious damage to the book cover. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
Good condition -A book that has been read, but is in good condition. Minimal damage to the book cover.The majority of pages are undamaged might be with some creasing or tearing, and pencil underlining of text. No writing in the margins, no missing pages.
€17.97
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ... Read moreabout the conditionNew: A new, unread, unused book in perfect condition with no missing or damaged pages. See the seller's listing for full details. See all condition definitionsopens in a new window or tab
