Econometrics

By:

Hansen, Bruce E

Material type: Text

9780691235899

Subject(s):

Econometrics

DDC classification:

330.01 HAN-E

Contents:

I Regression 2 Conditional Expectation and Projection 3 The Algebra of Least Squares 4 Least Squares Regression 5 Normal Regression II Large Sample Methods 6 A Review of Large Sample Asymptotics 7 Asymptotic Theory for Least Squares 8 Restricted Estimation 9 Hypothesis Testing 10 Resampling Methods III Multiple Equation Models 11 Multivariate Regression 12 Instrumental Variables 13 Generalized Method of Moments V Nonparametric Methods 14 Time Series 15 Multivariate Time Series 16 Nonstationary Time Series 17 Panel Data 18 Difference in Differences VI Nonlinear Methods 19 Nonparametric Regression 20 Series Regression 21 Regression Discontinuity 22 M-Estimators 23 Nonlinear Least Squares 24 Quantile Regression 25 Binary Choice 26 Multiple Choice 27 Censoring and Selection 28 Model Selection, Stein Shrinkage, and Model Averaging 29 Machine Learning

Summary: "An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Books	IIITD General Stacks	Economics	330.01 HAN-E (Browse shelf(Opens below))	Checked out Loan on demand	15/07/2024	012525

Total holds: 0

Includes bibliographical references (pages 1021-1031) and index.

I Regression
2 Conditional Expectation and Projection
3 The Algebra of Least Squares
4 Least Squares Regression
5 Normal Regression
II Large Sample Methods
6 A Review of Large Sample Asymptotics
7 Asymptotic Theory for Least Squares
8 Restricted Estimation
9 Hypothesis Testing
10 Resampling Methods III Multiple Equation Models
11 Multivariate Regression
12 Instrumental Variables
13 Generalized Method of Moments
V Nonparametric Methods
14 Time Series
15 Multivariate Time Series
16 Nonstationary Time Series
17 Panel Data
18 Difference in Differences

VI Nonlinear Methods
19 Nonparametric Regression
20 Series Regression
21 Regression Discontinuity
22 M-Estimators
23 Nonlinear Least Squares
24 Quantile Regression
25 Binary Choice
26 Multiple Choice
27 Censoring and Selection
28 Model Selection, Stein Shrinkage, and Model Averaging
29 Machine Learning

"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--

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