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 ...
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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.
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Add this copy of Advanced Econometric Methods to cart. $20.10, very good condition, Sold by Solr Books rated 5.0 out of 5 stars, ships from Skokie, IL, UNITED STATES, published 1988 by Springer.
Add this copy of Advanced Econometric Methods to cart. $20.10, good condition, Sold by Blue Vase Books rated 5.0 out of 5 stars, ships from Interlochen, MI, UNITED STATES, published 1988 by Springer.
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The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact (including the dust cover, if applicable). Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials.
Add this copy of Advanced Econometric Methods to cart. $51.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1988 by Springer.
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Add this copy of Advanced Econometric Methods to cart. $35.83, poor condition, Sold by Anybook rated 4.0 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.
