书名：ECONOMETRIC ANALYSIS（FIFTH EDITION0

作者：William H. Greene

版权：Copyright © 2003, 2000, 1997, 1993 by Pearson Education, Inc., Upper Saddle River；

目录：Chapter 1 Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 7
Chapter 3 Least Squares 19
Chapter 4 Finite-Sample Properties of the Least Squares Estimator 41
Chapter 5 Large-Sample Properties of the Least Squares and Instrumental
Variables Estimators 65
Chapter 6 Inference and Prediction 93
Chapter 7 Functional Form and Structural Change 116
Chapter 8 Specification Analysis and Model Selection 148
Chapter 9 Nonlinear Regression Models 162
Chapter 10 Nonspherical Disturbances—The Generalized
Regression Model 191
Chapter 11 Heteroscedasticity 215
Chapter 12 Serial Correlation 250
Chapter 13 Models for Panel Data 283
Chapter 14 Systems of Regression Equations 339
Chapter 15 Simultaneous-Equations Models 378
Chapter 16 Estimation Frameworks in Econometrics 425
Chapter 17 Maximum Likelihood Estimation 468
Chapter 18 The Generalized Method of Moments 525
Chapter 19 Models with Lagged Variables 558

Chapter 20 Time-Series Models 608
Chapter 21 Models for Discrete Choice 663
Chapter 22 Limited Dependent Variable and Duration Models 756
Appendix A Matrix Algebra 803
Appendix B Probability and Distribution Theory 845
Appendix C Estimation and Inference 877
Appendix D Large Sample Distribution Theory 896

Appendix E Computation and Optimization 919
Appendix F Data Sets Used in Applications 946
Appendix G Statistical Tables 953
References 959
Author Index 000
Subject Index 000

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