Research Catalog

Econometrics

Title
  1. Econometrics / Fumio Hayashi.
Published by
  1. Princeton : Princeton University Press, ©2000.
Author
  1. 林, 文夫.
  2. Hayashi, Fumio.

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Details

Description
  1. xxiii, 683 pages : illustrations; 26 cm
Summary
  1. "Hayashi's Econometrics introduces first-year Ph. D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."--Jacket.
Subject
  1. Econometrics
  2. Econométrie
  3. Modèles économétriques
  4. Econometrics
  5. Ökonometrie
  6. Econometrie
  7. econometrics
  8. Econometria
  9. Économétrie
  10. économétrie
  11. econometría
Genre/Form
  1. textbook.
  2. manuel d'enseignement.
  3. libro de texto.
Contents
  1. 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.
Bibliography (note)
  1. Includes bibliographical references and index.