Econometric Analysis Greene Ebook Download > shorl.com/gynihegapregu

Econometric Analysis Greene Ebook Download

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Name:…Econometric…AnalysisAuthor:…GreeneISBN-13:…9780131395381Pub…Date:…2011Publisher:…Prentice…HallFile…name:…textbookISBN9780131395381File…size:…101…MBFile…type:…Self-Extracting…ZIP…file…with…PDF…insideUploaded:…February…10,…2016Total…downloads:…1Price:…Free….Part…I…The…Linear…Regression…Model….Home>>Ebook…14.1…Introduction…14.2…The…Likelihood…Function…and…Identification…of…the…Parameters…14.3…Efficient…Estimation:…The…Principle…of…Maximum…Likelihood…14.4…Properties…of…the…Maximum…Likelihood…Estimators…14.4.1…Regularity…Conditions…14.4.2…Properties…of…Regular…Densities…14.4.3…The…Likelihood…Equation…14.4.4…The…Information…Matrix…Equality…14.4.5…Asymptotic…Properties…of…the…Maximum…Likelihood…Estimator…14.4.5a…Consistency…14.4.5b…Asymptotic…Normality…14.4.5c…Asymptotic…Efficiency…14.4.5d…Invariance…14.4.5e…Conclusion…14.4.6…Estimating…the…Asymptotic…Variance…of…the…Maximum…Likelihood…Estimator…14.5…Conditional…Likelihoods,…Econometric…Models,…and…the…GMM…Estimator…14.6…Hypothesis…and…Specification…Tests…and…Fit…Measures…14.6.1…The…Likelihood…Ratio…Test…14.6.2…The…Wald…Test…14.6.3…The…Lagrange…Multiplier…Test…14.6.4…An…Application…of…the…Likelihood-Based…Test…Procedures…14.6.5…Comparing…Models…and…Computing…Model…Fit…14.6.6…Vuong’s…Test…and…the…Kullback–Leibler…Information…Criterion…14.7…Two-Step…Maximum…Likelihood…Estimation…14.8…Pseudo-Maximum…Likelihood…Estimation…and…Robust…Asymptotic…Covariance…Matrices…14.8.1…Maximum…Likelihood…and…GMM…Estimation…14.8.2…Maximum…Likelihood…and…M…Estimation…14.8.3…Sandwich…Estimators…14.8.4…Cluster…Estimators…14.9…Applications…of…Maximum…Likelihood…Estimation…14.9.1…The…Normal…Linear…Regression…Model…14.9.2…The…Generalized…Regression…Model…14.9.2.a…Multiplicative…Heteroscedasticity…14.9.2.b…Autocorrelation…14.9.3…Seemingly…Unrelated…Regression…Models…14.9.3.a…The…Pooled…Model…14.9.3.b…The…SUR…Model…14.9.3.c…Exclusion…Restrictions…14.9.4…Simultaneous…Equation…Models…14.9.5…Maximum…Likelihood…Estimation…of…Nonlinear…Regression…Models…14.9.6…Panel…Data…Applications…14.9.6.a…ML…Estimation…of…the…Linear…Random…Effects…Model…14.9.6.b…Nested…Random…Effects…14.9.6.c…Random…Effects…in…Nonlinear…Models:…MLE…Using…Quadrature…14.9.6.d…Fixed…Effects…in…Nonlinear…Models:…Full…MLE…14.10…Latent…Class…and…Finite…Mixture…Models…14.10.1…A…Finite…Mixture…Model…14.10.2…Measured…and…Unmeasured…Heterogeneity…14.10.3…Predicting…Class…Membership…14.10.4…A…Conditional…Latent…Class…Model…14.10.5…Determining…the…Number…of…Classes…14.10.6…A…Panel…Data…Application…14.11…Summary…and…Conclusions…….15.1..Introduction..15.2..Random..Number..Generation..15.2.1..Generating..Pseudo-Random..Numbers..15.2.2..Sampling..from..a..Standard..Uniform..Population..15.2.3..Sampling..from..Continuous..Distributions..15.2.4..Sampling..from..a..Multivariate..Normal..Population..15.2.5..Sampling..from..Discrete..Populations..15.3..Simulation-Based..Statistical..Inference:..The..Method..of..Krinsky..and..Robb..15.4..Bootstrapping..Standard..Errors..and..Confidence..Intervals..15.5..Monte..Carlo..Studies..15.5.1..A..Monte..Carlo..Study:..Behavior..of..a..Test..Statistic..15.5.2..A..Monte..Carlo..Study:..The..Incidental..Parameters..Problem..15.6..Simulation-Based..Estimation..15.6.1..Random..Effects..in..a..Nonlinear..Model..15.6.2..Monte..Carlo..Integration..15.6.2.a..Halton..Sequences..and..Random..Draws..for..Simulation-Based..Integration..15.6.2.b..Computing..Multivariate..Normal..Probabilities..Using..the..GHK..Simulator..15.6.3..Simulation-Based..Estimation..of..Random..Effects..Models..15.7..A..Random..Parameters..Linear..Regression..Model..15.8..Hierarchical..Linear..Models..15.9..Nonlinear..Random..Parameter..Models..15.10..Individual..Parameter..Estimates..15.11..Mixed..Models..and..Latent..Class..Models..15.12..Summary..and..Conclusions…..

Chapter.10.Systems.of.Equations..Chapter…12…Estimation…Frameworks…in…Econometrics….3.1.Introduction.3.2.Least.Squares.Regression.3.2.1.The.Least.Squares.Coefficient.Vector.3.2.2.Application:.An.Investment.Equation.3.2.3.Algebraic.Aspects.of.the.Least.Squares.Solution.3.2.4.Projection.3.3.Partitioned.Regression.and.Partial.Regression.3.4.Partial.Regression.and.Partial.Correlation.Coefficients.3.5.Goodness.of.Fit.and.the.Analysis.of.Variance.3.5.1.The.Adjusted.R-Squared.and.a.Measure.of.Fit.3.5.2.R-Squared.and.the.Constant.Term.in.the.Model.3.5.3.Comparing.Models.3.6.Linearly.Transformed.Regression.3.7.Summary.and.Conclusions…E.1.Introduction.E.2.Computation.in.Econometrics.E.2.1.Computing.Integrals.E.2.2.The.Standard.Normal.Cumulative.Distribution.Function.E.2.3.The.Gamma.and.Related.Functions.E.2.4.Approximating.Integrals.by.Quadrature.E.3.Optimization.E.3.1.Algorithms.E.3.2.Computing.Derivatives.E.3.3.Gradient.Methods.E.3.4.Aspects.of.Maximum.Likelihood.Estimation.E.3.5.Optimization.with.Constraints.E.3.6.Some.Practical.Considerations.E.3.7.The.EM.Algorithm.E.4.Examples.E.4.1.Function.of.One.Parameter.E.4.2.Function.of.Two.Parameters:.The.Gamma.Distribution.E.4.3.A.Concentrated.Log-Likelihood.Function…UPLOADED.BY..UPDATED.MARCH.14,.2010.SOLUTIONS.AND.APPLICATIONS.MANUAL.ECONOMETRICGRADUATE.COURSE.IN.ECONOMETRICS..Appendix.A.Matrix.Algebra..untitled….Appendix.D.Large-Sample.Distribution.Theory..

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