Greene W.H. Econometric Analysis

7th Edition, Pub. Date: Feb 3, 2011, 1231 pages
Econometric Analysis serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ.

Table of Contents.
Part I: The Linear Regression Model
Econometrics. The Linear Regression Model. Least SquaresChapter. The Least Squares EstimatorChapter. Hypothesis Tests and Model SelectionChapter. Functional Form and Structural Change. Nonlinear, Semiparametric, and Nonparametric Regression ModelsChapter. Endogeneity and Instrumental Variable Estimation

Part II: Generalized Regression Model and Equation Systems
The Generalized Regression Model and HeteroscedasticityChapter. Systems of Equations. Models for Panel Data.

Part III: Estimation Methodology
Estimation Frameworks in Econometrics. Minimum Distance Estimation and the Generalized Method of Moments. Maximum Likelihood Estimation. Simulation-Based Estimation and Inference. Bayesian Estimation and Inference.

Part IV: Cross Sections, Panel Data, and Microeconometrics
Discrete Choice. Discrete Choices and Event Counts. Limited Dependent Variables—Truncation, Censoring, and Sample Selection

Part V: Time Series and Macroeconometrics
Serial Correlation. Models with Lagged Variables. Time-Series Models. Nonstationary Data

Part VI: Appendices
Appendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large-Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used in ApplicationsAppendix G: Statistical Tables