TY  - BOOK
AU  - Greene, William H.
TI  - Econometric analysis
SN  - 9788177586848
U1  - 330.015195 
PY  - 2003///
CY  - New Delhi
PB  - Pearson
KW  - Econometrics
N1  - 1. Introduction --
2. The classical multiple linear regression model --
3. Least squares --
4. Finite-sample properties of the least squares estimator --
5. Large-sample properties of the least squares and instrumental variables estimators --
6. Inference and prediction --
7. Functional form and structural change --
8. Specification analysis and model selection --
9. Nonlinear regression models --
10. Nonspherical disturbances: The generalized regression model --
11. Heteroscedasticity --
12. Serial correlation --
13. Models for panel data --
14. Systems of regression equations --
15. Simultaneous-equations models --
16. Estimation frameworks in econometrics --
17. Maximum likelihood estimation --
18. The generalized method of moments --
19. Models with lagged variables --
20. Time-series models --
21. Models for discrete choice --
22. Limited dependent variable and duration models --
Appendixes: --
A. Matrix algebra --
B. Probability and distribution theory --
C. Estimation and inference --
D. Large sample distribution theory --
E. Computation and optimization --
F. Data sets used in applications --
G. Statistical tables
ER  -