Estimation and inference in econometrics.
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | Español |
| Publicado: |
New York :
Oxford University Press,
1993.
|
| Materias: | |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
Tabla de Contenidos:
- 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.