| Description |
xv, 497 pages : illustrations ; 25 cm |
| Contents |
Preface -- Introduction -- An introduction to linear regression -- Interpreting and comparing regression models -- Heteroskedasticity and autocorrelation -- Endogenous regressors, instrumental variables and gmm -- Maximum likelihood estimation and -- Models with limited dependent variables -- Univariate time series models -- Multivariate time series models -- Models based on panel data -- Appendix A: vectors and matrices -- Appendix B: statistical and distribution theory |
| Bibliography |
Includes bibliographical references (pages [459]-475) and index |
| Subject |
Econometrics.
|
|
Regression analysis.
|
| LC no. |
2011038159 |
| ISBN |
9781119951674 paperback |
|
1119951674 paperback |
|
