Estimation and inference in econometrics /

by Davidson, Russell; MacKinnon, James G.

Material type: materialTypeLabel

BookPublisher: New York : Oxford University Press, 1993Description: xx, 874 p. : ill. ; 25 cm.ISBN: 0195060119 (acidfree paper).Subject(s): Econometrics | Econometrics

Partial contents:

The Geometry of Least Squares -- Nonlinear Regression Models and Nonlinear Least Squares -- Inference in Nonlinear Regression Models -- Introduction to Asymptotic Theory and Methods -- Asymptotic Methods and Nonlinear Least Squares -- The Gauss-Newton Regression -- Instrumental Variables -- The Method of Maximum Likelihood -- Maximum Likelihood and Generalized Least Squares -- Serial Correlation -- Tests Based on the Gauss-Newton Regression -- Interpreting Tests in Regression Directions -- The Classical Hypothesis Tests -- Transforming the Dependent Variable -- Qualitative and Limited Dependent Variables -- Heteroskedasticity and Related Topics -- The Generalized Method of Moments -- Simultaneous Equations Models -- Regression Models for Time-Series Data -- Unit Roots and Cointegration -- Monte Carlo Experiments -- App. A: Matrix Algebra -- App. B: Results from Probability Theory.

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Item type	Current location	Collection	Call number	Status	Date due	Barcode
Books	Dhaka University Library General Stacks	Non Fiction	330.015195 DAE (Browse shelf)	Available		443349

Includes bibliographical references (p. 812-850) and indexes.

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 Cointegration -- 21. Monte Carlo Experiments -- App. A: Matrix Algebra -- App. B: Results from Probability Theory.

Dhaka University Library Online

Estimation and inference in econometrics /

by Davidson, Russell; MacKinnon, James G.