000 | 01612nam a22002177a 4500 | ||
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003 | IIITD | ||
005 | 20240116020003.0 | ||
008 | 240111b xxu||||| |||| 00| 0 eng d | ||
020 | _a9780691235899 | ||
040 | _aIIITD | ||
082 |
_a330.01 _bHAN-E |
||
100 | _aHansen, Bruce E | ||
245 |
_aEconometrics _cby Bruce E Hansen |
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260 |
_bPrinceton University Press, _aNew Jersey : _c©2022 |
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300 |
_axxxi, 1044 p. ; _c26 cm |
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504 | _aIncludes bibliographical references (pages 1021-1031) and index. | ||
505 |
_tI Regression
2 Conditional Expectation and Projection
3 The Algebra of Least Squares
4 Least Squares Regression
5 Normal Regression
_tII 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 _tIII Multiple Equation Models 11 Multivariate Regression 12 Instrumental Variables 13 Generalized Method of Moments _tV Nonparametric Methods 14 Time Series 15 Multivariate Time Series 16 Nonstationary Time Series 17 Panel Data 18 Difference in Differences _tVI 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 |
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520 | _a"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"-- | ||
650 | _aEconometrics. | ||
942 |
_2ddc _cBK _01 |
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999 |
_c171937 _d171937 |