A complete coverage of all topics of econometric analysis, this text includes information on GMM estimation, survival models, unit roots, and co-integration, GARCH models, and limited and qualitative dependent variable models. It begins with three chapters on basic techniques - matrix algebra, statistical distribution theory, and the theory of estimation and hypothesis testing. It also includes coverage of Bayesian estimation multiple equation models, time series, qualitative and dependent variables. An instructor's manual is also available (ISBN:0-02-346392-9).
- ISBN10 0133735494
- ISBN13 9780133735499
- Publish Date 28 January 1995 (first published 21 August 1989)
- Publish Status Unknown
- Publish Country GB
- Publisher Pearson Education Limited
- Imprint Prentice-Hall
- Edition 2nd edition
- Format Hardcover
- Pages 736
- Language English