| 000 | 02466cam a2200289 i 4500 | ||
|---|---|---|---|
| 003 | CUTN | ||
| 005 | 20241010104313.0 | ||
| 008 | 211006s2022 nju b 001 0 eng | ||
| 020 | _a9780691235899 | ||
| 020 | _z9780691236155 | ||
| 041 | _aEnglish | ||
| 042 | _apcc | ||
| 082 | 0 | 0 |
_a330.015 _223/eng/20211112 _bHAN |
| 100 | 1 | _aHansen, Bruce E., | |
| 100 | 1 |
_d1962- _eauthor. |
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| 245 | 1 | 0 |
_aEconometrics / _cBruce E. Hansen. |
| 260 |
_aPrinceton, New Jersey : _bPrinceton University Press, _c2022. |
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| 300 |
_axxxi, 1044 pages ; _c26 cm |
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| 504 | _aIncludes bibliographical references (pages 1021-1031) and index. | ||
| 505 | _t 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 | ||
| 520 | _a"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"-- | ||
| 650 | 0 | _aEconometrics. | |
| 776 | 0 | 8 |
_iOnline version: _aHansen, Bruce E. _tEconometrics _dPrinceton : Princeton University Press, 2022 _z9780691236155 _w(DLC) 2021049284 |
| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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| 942 |
_2ddc _cBOOKS |
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| 999 |
_c43722 _d43722 |
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