Econometrics

Hayashi, Fumio
林, 文夫

Publication Details Click to collapse Cite/Export

  • Creator Fumio Hayashi
  • Format Books
  • Publication Princeton : Princeton University Press, [2000] ©2000
  • Physical Details
    • xxiii, 683 pages : illustrations ; 26 cm
  • ISBNs 0691010188, 9780691010182
  • OCLC ocm44046910

Notes

  • Includes bibliographical references and index.

Contents

  • Finite-sample properties of OLS -- Large-sample theory -- Single-equation GMM -- Multiple-equation GMM -- Panel data -- Serial correlation -- Extremum estimators -- Examples of maximun likehood -- Unit-root econometrics -- Cointegration
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