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Estimation and inference in econometrics /

by Davidson, Russell; MacKinnon, James G.
Material type: materialTypeLabelBookPublisher: 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 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.

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