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URL :  Econometrics
Author : Bruce E. Hansen
Detail : eBook Edition: 2014

The term econometrics is believed to have been crafted by Ragnar Frisch (1895-1973) of Norway, one of the three principle founders of the Econometric Society, first editor of the journal Econometrica, and co-winner of the first Nobel Memorial Prize in Economic Sciences in 1969. It is therefore fitting that we turn to Frisch’s own words in the introduction to the first issue of Econometrica for an explanation of the discipline.

This book is intended to serve as the textbook for a first-year graduate course in econometrics. It can be used as a stand-alone text, or be used as a supplement to another text.

eBook Contents

Introduction - Conditional Expectation and Projection - The Algebra of Least Squares - Least Squares Regression - An Introduction to Large Sample Asymptotic - Asymptotic Theory for Least Squares - Restricted Estimation - Hypothesis Testing - Regression Extensions - The Bootstrap - NonParametric Regression - Series Estimation - Quantile Regression - Generalized Method of Moments - Empirical Likelihood - Endogeneity - Univariate Time Series - Multivariate Time Series - Limited Dependent Variables - Panel Data - NonParametric Density Estimation - Appendix A: Matrix Algebra - Appendix B: Probability - Appendix C: Numerical Optimization - Bibliography

eBook License: Copyrighted (Personal Use Only)

Free PDF eBook - 2.5 Mb - 387 pages
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