william Greene Econometric Analysis 第五版 原文與解答Chapter 1 Introduction 1Chapter 2 The Classical Multiple Linear Regression Model 7Chapter 3 Least Squares 19Chapter 4 Finite-Sample Properties of the Least Squares Estimator 41Chapter 5 Large-Sample Properties of the Least Squares and InstrumentalVariables Estimators 65Chapter 6 Inference and Prediction 93Chapter 7 Functional Form and Structural Change 116Chapter 8 Specification Analysis and Model Selection 148Chapter 9 Nonlinear Regression Models 162Chapter 10 Nonspherical Disturbances—The GeneralizedRegression Model 191Chapter 11 Heteroscedasticity 215Chapter 12 Serial Correlation 250Chapter 13 Models for Panel Data 283Chapter 14 Systems of Regression Equations 339Chapter 15 Simultaneous-Equations Models 378Chapter 16 Estimation Frameworks in Econometrics 425Chapter 17 Maximum Likelihood Estimation 468Chapter 18 The Generalized Method of Moments 525Chapter 19 Models with Lagged Variables 558Chapter 20 Time-Series Models 608Chapter 21 Models for Discrete Choice 663Chapter 22 Limited Dependent Variable and Duration Models 756Appendix A Matrix Algebra 803Appendix B Probability and Distribution Theory 845Appendix C Estimation and Inference 877Appendix D Large Sample Distribution Theory 896