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Books
Econometrics
- Author / Creator
- Available as
- Physical
Details
- Creator
- Fumio Hayashi
- Format
- Books
- Language
- English
- Publication
-
- Princeton : Princeton University Press, [2000]
- ©2000
- Physical Details
-
- xxiii, 683 pages : illustrations ; 26 cm
- ISBNs
- 0691010188, 9780691010182
- OCLC
- ocm44046910
- Includes bibliographical references and index.
- 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