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9780471090779

Advanced Econometrics A Bridge to the Current Literature

Advanced Econometrics A Bridge to the Current Literature
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  • ISBN-13: 9780471090779
  • ISBN: 0471090778
  • Publisher: Krieger Publishing Company

AUTHOR

Greenberg, Edward, Webster, Charles E.

SUMMARY

TOPICS IN LARGE SAMPLE THEORY AND APPROXIMATION METHODS. A Review of Asymptotic Distribution Theory and Maximum Likelihood Estimation. Methods of Approximating Distribution Functions, Density Functions, and Moments. TOPICS IN TIME SERIES ANALYSIS. An Introduction to Time Series Analysis. Identification, Estimation, and Prediction in Time Series Models. The Relationship Between Time Series Models and Econometric Models. TOPICS IN ESTIMATION UNDER A QUADRATIC LOSS CRITERION. Introduction to Estimation Under a Quadratic Loss Function. James-Stein Estimators and Applications to Regression. Preliminary Test and Other Estimators Under a Quadratic Loss Function. TOPICS IN SIMULTANEOUS EQUATION THEORY. The Identification Problem. The Special Case of Two Included Endogenous Variables: Distribution Theory and Moments. Moments and Distributions in General Cases. Appendixes. Index.Greenberg, Edward is the author of 'Advanced Econometrics A Bridge to the Current Literature' with ISBN 9780471090779 and ISBN 0471090778.

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