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|a AR-SrUBC
|b spa
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|a 519.2=20
|2 1995 ES
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| 100 |
1 |
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|a Davidson, Russell.
|9 40618
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| 245 |
1 |
0 |
|a Estimation and inference in econometrics.
|c Russell Davidson, James G. Mackinnon.
|
| 260 |
|
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|a New York :
|b Oxford University Press,
|c 1993.
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| 300 |
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|a xiii, 875 p. ;
|c 24 cm.
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| 336 |
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|a texto
|2 rdacontent
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| 337 |
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|a sin mediación
|2 rdamedia
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| 338 |
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|a volumen
|2 rdacarrier
|
| 505 |
0 |
0 |
|a Contenido: 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. Test based on the Gauss-Newton regression. Interpreting tests in regression directions. The classical hypothesis test. Transforming the dependent variable. Qualitative and limited dependent variables. Heteroskedasticity and related topics. The generalizez method of moments. Simultaneous equations models. Regression models for time-series data. Unit roots and cointegration. Monte Carlo experiments.
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| 650 |
|
7 |
|a ECONOMETRIA
|2 lemb2
|9 2123
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| 650 |
|
7 |
|a ANALISIS DE REGRESION
|2 lemb2
|9 8942
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| 650 |
|
7 |
|a ESTADISTICA MATEMATICA
|2 lemb2
|9 898
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| 650 |
|
7 |
|a METODO DE MONTECARLO
|2 lemb2
|9 40619
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| 650 |
|
7 |
|a PROBABILIDADES
|2 lemb2
|9 879
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| 700 |
1 |
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|a Mackinnon, James G.
|9 40620
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| 942 |
|
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|2 cdu
|b 2000-04-09
|c BK
|d 022237
|h 519.2=20
|i DAVe
|z MI
|6 519220_DAVE
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| 999 |
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|c 21039
|d 21039
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