| Description |
xx, 874 pages : illustrations ; 25 cm |
| Contents |
Machine derived contents note: 1. The Geometry of Least Squares -- 2. Nonlinear Regression Models and Nonlinear Least Squares -- 3. Inference in Nonlinear Regression Models -- 4. Introduction to Asymptotic Theory and Methods -- 5. Asymptotic Methods and Nonlinear Least Squares -- 6. The Gauss-Newton Regression -- 7. Instrumental Variables -- 8. The Method of Maximum Likelihood -- 9. Maximum Likelihood and Generalized Least Squares -- 10. Serial Correlation -- 11. Tests Based on the Gauss-Newton Regression -- 12. Interpreting Tests in Regression Directions -- 13. The Classical Hypothesis Tests -- 14. Transforming the Dependent Variable -- 15. Qualitative and Limited Dependent Variables -- 16. Heteroskedasticity and Related Topics -- 17. The Generalized Method of Moments -- 18. Simultaneous Equations Models -- 19. Regression Models for Time-series Data -- 20. Unit Roots and Cointegratiaon -- 21. Monte Carlo Experiments -- A. Matrix Algebra -- B. Results from Probability Theory -- References -- Author Index -- Subject Index |
| Analysis |
Econometrics |
|
Econometrics |
| Notes |
Bibliography: p812-850. - Includes index |
| Bibliography |
Includes bibliographical references (pages 812-850) and indexes |
| Subject |
Econometrics.
|
| Author |
MacKinnon, James G.
|
| LC no. |
92012048 |
| ISBN |
0195060113 (acid-free paper) |
|
