000 01612nam a22002177a 4500
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020 _a9780691235899
040 _aIIITD
082 _a330.01
_bHAN-E
100 _aHansen, Bruce E
245 _aEconometrics
_cby Bruce E Hansen
260 _bPrinceton University Press,
_aNew Jersey :
_c©2022
300 _axxxi, 1044 p. ;
_c26 cm
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
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
999 _c171937
_d171937