Econometric Analysis(English, Paperback, Greene William H.)
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Published in the year 2002, Econometric Analysis is a book that covers several important aspects of the subject of econometrics. Summary Of The Book Econometric Analysis presents all the topics that are needed for a one-year course in the field of econometrics. The primary aim of this book is to provide elementary knowledge of the subject to the readers. It also adds the support of a large number of models that can be utilized in case the linear model turns out to be inappropriate or inadequate. The content has been designed to ensure that the readers thoroughly understand the models outlined. This is to ensure that in future they can easily recognize new forms of these models as natural extensions. In total, there are 22 chapters and each one covers different aspects of econometric analysis. The chapters presented include Nonspherical Disturbances - The Generalized Regression Model, Large Sample Properties Of The Least Squares And Instrumental Variables Estimators, Estimation Frameworks In Econometrics, Limited Dependent Variable And Duration Models, Simultaneous-Equations Models, and Functional Form And Structural Change. There are also 7 appendices at the end. They are Statistical Tables, Computation And Optimization, Estimation And Inference, Matrix Algebra, Large Sample Distribution Theory, and Probability And Distribution Theory. This edition, the fifth one, has been updated to make it easier to understand concepts, in-depth information of panel data, and time series, and to outline major advancements in the field. Readers are also provided with numerous solved examples, which give them a better understanding of the computations. Additionally, a balance has been created between theoretical aspects and practical ones, providing advanced students with challenging examples. Econometric Analysis also contains a link to a downloadable software application named EA/ LimDep, which is utilized extensively by government organizations and industries. This software can be used for carrying out most of the computations given in the chapters. It comes along with extra exercises and answers. About William H. Greene The author of this book, William H. Greene, is a renowned economics professor. Apart from this book, he has written Applied Choice Analysis: A Primer, Telecommunications And Networking, and Advances In Econometrics: Simulation Based Estimation. Greene holds a bachelor’s degree in Business Administration from Ohio State University, which he completed in the year 1972. He also completed his master’s and doctoral degrees, both from the University Of Wisconsin, Madison. Greene is currently the Robert Stansky Professor at the Stern School Of Business, NYU, where he teaches Economics and Statistics. He has also been a visiting professor at several top-notch universities such as the University of Oxford, University of Sydney, and the State University of New York. Greene is also part of the American Economic Association and the American Statistical Association. He has written a number of articles for several journals.