Title Statements
- Full title :Advanced econometrics / Takeshi Amemiya.
Edition Statements
- Publication Date:1985.
Publication Statements
- Publisher(s):Harvard University Press
- Place of Publication:Cambridge, Mass
- Language:eng
- Publication Date:1985.
Notes
Includes indexes.
The Physical Object
- Description:vi, 521 pages ; : 25 cm
Edition Identifiers
- ISBN:0674005600, 9780674005600
- oclc:ocn424177232
- LC Classification:HB139A5 1985
- Dewey Decimal:330.015 195
Table of Contents
Classical least squares theory -- Recent developments in regression analysis -- Large sample theory -- Asymptotic properties of extremum estimators -- Time series analysis -- Generalized least squares theory -- Linear simultaneous equations models -- Nonlinear simultaneous equations models -- Qualitative response models -- Tobit models -- Markov chain and duration models.
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