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Econometrics / Bruce E. Hansen.

By: Material type: TextLanguage: English Publication details: Princeton, New Jersey : Princeton University Press, 2022.Description: xxxi, 1044 pages ; 26 cmISBN:
  • 9780691235899
Subject(s): Additional physical formats: Online version:: EconometricsDDC classification:
  • 330.015 23/eng/20211112 HAN
Contents:
Chapter 1. Introduction Part I. Regression. Chapter 2. Conditional expectation and projection Chapter 3. The algebra of least squares Chapter 4. Least squares regression Chapter 5. Normal regression Part II. Large Sample Methods. Chapter 6. A review of large sample asymptotics Chapter 7. Asymptotic theory for least squares Chapter 8. Restricted estimation Chapter 9. Hypothesis testing Chapter 10. Resampling methods Part III. Multiple Equation Models. Chapter 11. Multivariate regression Chapter 12. Instrumental variables Chapter 13. Generalized method of moments Part IV. Dependent and Panel Data. Chapter 14. Time series Chapter 15. Multivariate time series Chapter 16. Nonstationary time series Chapter 17. Panel data Chapter 18. Difference in differences Part V. Nonparametric Methods. Chapter 19. Nonparametric regression Chapter 20. Series regression Chapter 21. Regression discontinuity Part VI. Nonlinear Methods. Chapter 22. M-Estimators Chapter 23. Nonlinear least squares Chapter 24. Quantile regression Chapter 25. Binary choice Chapter 26. Multiple choice Chapter 27. Censoring and selection Chapter 28. Model selection, Stein shrinkage, and model averaging Chapter 29. Machine learning Appendixes. Appendix A. Matrix algebra Appendix B. Useful inequalities
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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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
General Books CUTN Central Library Social Sciences Non-fiction 330.015 HAN (Browse shelf(Opens below)) Available 50375

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


Chapter 1. Introduction
Part I. Regression. Chapter 2. Conditional expectation and projection
Chapter 3. The algebra of least squares
Chapter 4. Least squares regression
Chapter 5. Normal regression
Part II. Large Sample Methods. Chapter 6. A review of large sample asymptotics
Chapter 7. Asymptotic theory for least squares
Chapter 8. Restricted estimation
Chapter 9. Hypothesis testing
Chapter 10. Resampling methods
Part III. Multiple Equation Models. Chapter 11. Multivariate regression
Chapter 12. Instrumental variables
Chapter 13. Generalized method of moments
Part IV. Dependent and Panel Data. Chapter 14. Time series
Chapter 15. Multivariate time series
Chapter 16. Nonstationary time series
Chapter 17. Panel data
Chapter 18. Difference in differences
Part V. Nonparametric Methods. Chapter 19. Nonparametric regression
Chapter 20. Series regression
Chapter 21. Regression discontinuity
Part VI. Nonlinear Methods. Chapter 22. M-Estimators
Chapter 23. Nonlinear least squares
Chapter 24. Quantile regression
Chapter 25. Binary choice
Chapter 26. Multiple choice
Chapter 27. Censoring and selection
Chapter 28. Model selection, Stein shrinkage, and model averaging
Chapter 29. Machine learning
Appendixes. Appendix A. Matrix algebra
Appendix B. Useful inequalities

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

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