Published by Pearson (September 13, 2019) © 2020
William Greene
For first-year graduate courses in Econometrics for Social Scientists.
Bridging the gap between social science studies and econometric analysis
Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition, Global Edition, presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models, and underlying theory that is easy to put into practice. It then presents students with a sufficient theoretical background to understand advanced techniques and to recognise new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the field
Bridging the gap between social science studies and econometric analysis
Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition, Global Edition, presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models, and underlying theory that is easy to put into practice. It then presents students with a sufficient theoretical background to understand advanced techniques and to recognise new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the field
The full text downloaded to your computer
With eBooks you can:
- search for key concepts, words and phrases
- make highlights and notes as you study
- share your notes with friends
eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps.
Upon purchase, you'll gain instant access to this eBook.
Time limit
The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.
- 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
- PART VI. Appendices
- Appendix A: Matrix Algebra
- Appendix B: Probability and Distribution Theory
- Appendix C: Estimation and Inference
- Appendix D: Large Sample Distribution Theory
- Appendix E: Computation and Optimization
- Appendix F: Data Sets Used In Applications