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Chapter 1 Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 2
Chapter 3 Least Squares 3
Chapter 4 Statistical Properties of the Least Squares Estimator 10
Chapter 5 Inference and Prediction 19
Chapter 6 Functional Form and Structural Change 30
Chapter 7 Specification Analysis and Model Selection 40
Chapter 8 The Generalized Regression Model and Heteroscedasticity 44
Chapter 9 Models for Panel Data 54
Chapter 10 Systems of Regression Equations 67
Chapter 11 Nonlinear Regressions and Nonlinear Least Squares 80
Chapter 12 Instrumental Variables Estimation 85
Chapter 13 Simultaneous-Equations Models 90
Chapter 14 Estimation Frameworks in Econometrics 97
Chapter 15 Minimum Distance Estimation and The Generalized Method of Moments 102
Chapter 16 Maximum Likelihood Estimation 105
Chapter 17 Simulation Based Estimation and Inference 117
Chapter 18 Bayesian Estimation and Inference 120
Chapter 19 Serial Correlation 122
Chapter 20 Models with Lagged Variables 128
Chapter 21

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Solutions and Applications Manual

Econometric Analysis
Sixth Edition

William H. Greene
New York University

Prentice Hall, Upper Saddle River, New Jersey 07458

Contents and Notation
This book presents solutions to the end of chapter exercises and applications in Econometric Analysis. There are no exercises in the text for Appendices A ? E. For the instructor or student who is interested in exercises for this material, I have included a number of them, with solutions, in this book. The various computations in the solutions and exercises are done with the NLOGIT Version 4.0 computer package (Econometric Software, Inc., Plainview New York, www.nlogit.com). In order to control the length of this document, only the solutions and not the questions from the exercises and applications are shown here. In some cases, the numerical solutions for the in text examples shown here differ slightly from the values given in the text. This occurs because in general, the derivative computati

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Econometric Analysis 6판 솔루션 (저자 Greene , 6th ed)

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