Econometric Analysis International Edition

For first year graduate courses in econometrics for social scientists. Greene, 6e serves as a bridge between an introduction to the field of econometrics and the professional literature for graduate students in the social sciences, focusing on applied econometrics and theoretical concepts.

Preface Chapter 1 - Introduction Chapter 2 - The Classical Multiple Linear Regression Model Chapter 3 - Least Squares Chapter 4 - Statistical Properties of the Least Squares Estimator Chapter 5 - Inference and Prediction Chapter 6 - Functional Form and Structural Change Chapter 7 - Specification Analysis and Model Selection Chapter 8 - Generalized Regression Model and Heteroscedasticity Chapter 9 - Models for Panel Data Chapter 10 -Systems of Regression Equations Chapter 11 - Nonlinear Regression Models Chapter 12 - Instrumental Variables Estimation Chapter 13 - Simultaneous-Equations Model Chapter 14 - Estimation Frameworks in Econometrics Chapter 15 - Minimum Distance Estimation and the Generalized Method of Moments Chapter 16 - Maximum Likelihood Estimation Chapter 17 - Simulation Based Estimation and Inference Chapter 18 - Bayesian Estimation and Inference Chapter 19 - Serial Correlation Chapter 20 - Models With Lagged Variables Chapter 21 - Time-Series Models Chapter 22 - Nonstationary Data Chapter 23 - Models for Discrete Choice Chapter 24 - Truncation, Censoring and Sample Selection Chapter 25 - Models for Event Counts and Duration Appendix A: Matrix Algebra Appendix B: Probability and Distribution Theory Appendix C: Estimation and Inference Appendix D: Large Sample Distribution Theory Appendix E: Computation and Optimization Appendix F: Data Sets Used in Applications Appendix G: Statistical Tables References Author Index Subject Index