# Econometric Analysis (5th Edition)

## William H. Greene

3,92 valoración promedio
( 226 valoraciones por Goodreads )

For a one-year graduate course in Econometrics.This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Back Cover:

Key Features of ECONOMETRIC ANALYSIS, Fifth Edition:
• Major reorganization of material. The entire text has been reconstructed to help students' understanding of the material.
• Applied orientation. Students learn how to do econometrics.
• Balanced coverage of topics. Includes Classical, Bayesian, GMM, maximum likelihood, cross section, and more time series and panel data.
• Applications and numerical examples. Detailed solutions to applications that show students how to do the computations.
• Attention to both linear and nonlinear techniques. Software has made nonlinear estimation easy, inclusion of this information is now available.
• Students who purchase the text can visit www.prenhall.com/greene to download the most current LIMDEP software and data sets.

THE FIFTH EDITION OF ECONOMETRIC ANALYSIS

Econometric Analysis is intended for a one-year graduate course in econometrics for social scientists. The prerequisites for this course should include calculus, mathematical statistics, and an introduction to econometrics at the level of, say, Gujarati's Basic Econometrics (McGraw-Hill, 1995) or Wooldridge's Introductory Econometrics: A Modern Approach South-Western (2000). Self-contained (for our purposes) summaries of the matrix algebra, mathematical statistics, and statistical theory used later in the book are given in Appendices A through D. Appendix E contains a description of numerical methods that will be useful to practicing econometricians. The formal presentation of econometrics begins with discussion of a fundamental pillar, the linear multiple regression model, in Chapters 2 through 8. Chapters 9 through 15 present familiar extensions of the single linear equation model, including nonlinear regression, panel data models, the generalized regression model, and systems of equations. The linear model is usually not the sole technique used in most of the contemporary literature. In view of this, the (expanding) second half of this book is devoted to topics that will extend the linear regression model in many directions. Chapters 16 through 18 present the techniques and underlying theory of estimation in econometrics, including GMM and maximum likelihood estimation methods and simulation based techniques. We end in the last four chapters, 19 through 22, with discussions of current topics in applied econometrics, including time-series analysis and the analysis of discrete choice and limited dependent variable models.

This book has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. Thus, I have spent what might seem to be a large amount of effort explaining the mechanics of GMM estimation, nonlinear least squares, and maximum likelihood estimation and GARCH models. To meet the second objective, this book also contains a fair amount of theoretical material, such as that on maximum likelihood estimation and on asymptotic results for regression models. Modern software has made complicated modeling very easy to do, and an understanding of the underlying theory is important.

I had several purposes in undertaking this revision. As in the past, readers continue to send me interesting ideas for my "next edition." It is impossible to use them all, of course. Because the five volumes of the Handbook of Econometrics and two of the Handbook of Applied Econometrics already run to over 4,000 pages, it is also unnecessary. Nonetheless, this revision is appropriate for several reasons. First, there are new and interesting developments in the field, particularly in the areas of microeconometrics (panel data, models for discrete choice) and, of course, in time series, which continues its rapid development. Second, I have taken the opportunity to continue fine-tuning the text as the experience and shared wisdom of my readers accumulates in my files. For this revision, that adjustment has entailed a substantial rearrangement of the material—the main purpose of that was to allow me to add the new material in a more compact and orderly way than I could have with the table of contents in the 4th edition. The 15terature in econometrics has continued to evolve, and my third objective is to grow with it. This purpose is inherently difficult to accomplish in a textbook. Most of the literature is written by professionals for other professionals, and this textbook is written for students who are in the early stages of their training. But I do hope to provide a bridge to that literature, both theoretical and applied.

This book is a broad survey of the field of econometrics. This field grows continually, and such an effort becomes increasingly difficult. (A partial list of journals devoted at least in part, if not completely, to econometrics now includes the Journal of Applied Econometrics, Journal of Econometrics, Econometric Theory, Econometric Reviews, Journal of Business and Economic Statistics, Empirical Economics, and Econometrica.) Still, my view has always been that the serious student of the field must start somewhere, and one can successfully seek that objective in a single textbook. This text attempts to survey, at an entry level, enough of the fields in econometrics that a student can comfortably move from here to practice or more advanced study in one or more specialized areas. At the same time, I have tried to present the material in sufficient generality that the reader is also able to appreciate the important common foundation of all these fields and to use the tools that they all employ.

There are now quite a few recently published texts in econometrics. Several have gathered in compact, elegant treatises, the increasingly advanced and advancing theoretical background of econometrics. Others, such as this book, focus more attention on applications of econometrics. One feature that distinguishes this work from its predecessors is its greater emphasis on nonlinear models. Davidson and MacKinnon (1993) is a noteworthy, but more advanced, exception. Computer software now in wide use has made estimation of nonlinear models as routine as estimation of linear ones, and the recent literature reflects that progression. My purpose is to provide a textbook treatment that is in fine with current practice. The book concludes with four lengthy chapters on time-series analysis, discrete choice models and limited dependent variable models. These nonlinear models are now the staples of the applied econometrics literature. This book also contains a fair amount of material that will extend beyond many first courses in econometrics, including, perhaps, the aforementioned chapters on limited dependent variables, the section in Chapter 22 on duration models, and some of the discussions of time series and panel data models. Once again, I have included these in the hope of providing a bridge to the professional literature in these areas.

I have had one overriding purpose that has motivated all five editions of this work. For the vast majority of readers of books such as this, whose ambition is to use, not develop econometrics, I believe that it is simply not sufficient to recite the theory of estimation, hypothesis testing and econometric analysis. Understanding the often subtle background theory is extremely important. But, at the end of the day, my purpose in writing this work, and for my continuing efforts to update it in this now fifth edition, is to show readers how to do econometric analysis. I unabashedly accept the unflattering assessment of a correspondent who once likened this book to a "user's guide to econometrics."

SOFTWARE AND DATA

There are many computer programs that are widely used for the computations described in this book. All were written by econometricians or statisticians, and in general, all are regularly updated to incorporate new developments in applied econometrics. A sampling of the most widely used packages and Internet home pages where you can find information about them are:

• E-Views—www.eviews.com (QMS, Irvine, Calif.)
• Gauss—www.aptech.com (Aptech Systems, Kent, Wash.)
• LIMDEP—www.limdep.com (Econometric Software, Plainview, N.Y)
• RATS—www.estima.com (Estima, Evanston, Ill.)
• SAS—www.sas.com (SAS, Cary, N.C.)
• Shazam—shazam.econ.ubc.ca (Ken White, UBC, Vancouver, B.C.)
• Stata—www.stata.com (Stata, College Station, Tex.)
• TSP—www.tspintl.com (TSP International, Stanford, Calif)

Programs vary in size, complexity, cost, the amount of programming required of the user, and so on. Journals such as The American Statistician, The Journal of Applied Econometrics, and The Journal of Economic Surveys regularly publish reviews of individual packages and comparative surveys of packages, usually with reference to particular functionality such as panel data analysis or forecasting.

With only a few exceptions, the computations described in this book can be carried out with any of these packages. We hesitate to link this text to any of them in particular. We have placed for general access a customized version of LIMDEP, which was also written by the author, on the website for this text, www.prenhall.com/greene. LIMDEP programs used for many of the computations are posted on the sites as well.

The data sets used in the examples are also on the website. Throughout the text, these data sets are referred to "TableFn.m," for example Table F4.1. The F refers to Appendix F at the back of the text, which contains descriptions of the data sets. The actual data are posted on the website with the other supplementary materials for the text. (The data sets are also replicated in the system format of most of the commonly used econometrics computer programs, including in addition to LIMDEP, SAS, TSP, SPSS, E-Views,Stata, so that you can easily import them into whatever program you might be using.)

I should also note, there are now thousands of interesting websites containing software, data sets, papers, and commentary on econometrics. It would be hopeless to attempt any kind of a survey here. But, I do note one which is particularly agreeably structured and well targeted for readers of this book, the data archive for the Journal of Applied Econometrics. This journ...

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro
EUR 17,74

Gastos de envío: EUR 3,50
De India a Estados Unidos de America

Destinos, gastos y plazos de envío

### Los mejores resultados en AbeBooks

Edición internacional

## 1.Econometric Analysis by Greene, 5e

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
bookscollection
(Delhi, DELHI, India)
Valoración

Descripción Estado de conservación: Brand New. PAPERBACK,Book Condition New, International Edition. We Do not Ship APO FPO AND PO BOX. Cover Image & ISBN may be different from US edition but contents as US Edition. Printing in English language.NO CD AND ACCESS CODE. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Nº de ref. de la librería ABEADH*##3335

Comprar nuevo
EUR 17,74
Convertir moneda
Gastos de envío: EUR 3,50
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional

## 2.Econometric Analysis, 5th ed.

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
Bookstore99
(Wilmington, DE, Estados Unidos de America)
Valoración

Descripción Paperback. Estado de conservación: NEW. This is an International Edition. Brand New Paperback- Same Title Author and Edition as listed. ISBN and Cover design differs. Similar Contents as U.S Edition. Delivery within 3-7 business days ACROSS THE GLOBE. We can ship to PO Box address in US. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" or "For sale in Asia only" or similar restrictions- printed only to discourage students from obtaining an affordable copy. US Court has asserted your right to buy and use International edition. Access code/CD may not provided with these editions. We may ship the books from multiple warehouses across the globe including Asia depending upon the availability of inventory. Printed in English. Customer satisfaction guaranteed. Choose expedited shipping for Express delivery. Tracking number provided for every order. Nº de ref. de la librería RU_9780130661890

Comprar nuevo
EUR 20,16
Convertir moneda
Gastos de envío: EUR 2,54
Destinos, gastos y plazos de envío
Edición internacional

## 3.Econometric Analysis by Greene, 5e

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
bookscollection
(Delhi, DELHI, India)
Valoración

Descripción Estado de conservación: Brand New. PAPERBACK,Book Condition New International Edition. We Do not Ship APO FPO AND PO BOX. Cover Image & ISBN may be different from US edition but contents as US Edition. Printing in English language. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Nº de ref. de la librería ABEKHHH65

Comprar nuevo
EUR 19,28
Convertir moneda
Gastos de envío: EUR 3,50
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional

## 4.Econometric Analysis (5th Edition)

Editorial: Prentice Hall
ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
Sunshine Book Store
(Wilmington, DE, Estados Unidos de America)
Valoración

Descripción Prentice Hall. Estado de conservación: New. 0130661899 This is an International Edition. Brand New, Paperback, Delivery within 6-14 business days, Similar Contents as U.S Edition, ISBN and Cover design may differ, printed in Black & White. Choose Expedited shipping for delivery within 3-8 business days. We do not ship to PO Box, APO , FPO Address. In some instances, subjects such as Management, Accounting, Finance may have different end chapter case studies and exercises. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" and "Content may different from U.S. Edition" - printed only to discourage U.S. students from obtaining an affordable copy. The U.S. Supreme Court has asserted your right to purchase international editions, and ruled on this issue. Access code/CD is not provided with these editions , unless specified. We may ship the books from multiple warehouses across the globe, including India depending upon the availability of inventory storage. Customer satisfaction guaranteed. Nº de ref. de la librería HU_9780130661890

Comprar nuevo
EUR 23,50
Convertir moneda
Gastos de envío: GRATIS
Destinos, gastos y plazos de envío
Edición internacional

## 5.Econometric Analysis (5th Edition)

Editorial: Prentice Hall
ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
WFL
(Holtsville, NY, Estados Unidos de America)
Valoración

Descripción Prentice Hall. Hardcover. Estado de conservación: New. 0130661899 New ,International edition , softcover ,Same text as US edition , ISBN /Cover may be different , Ready to ship, 5-8 business days worldwide delivery. Nº de ref. de la librería INFFGM1861

Comprar nuevo
EUR 19,70
Convertir moneda
Gastos de envío: EUR 3,91
Destinos, gastos y plazos de envío
Edición internacional

## 6.Econometric Analysis (5th Edition)

Editorial: Prentice Hall
ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
Book Arsenal
(Delhi, DELHI, India)
Valoración

Descripción Prentice Hall. Hardcover. Estado de conservación: New. 0130661899 We ship from India. PAPERBACK INTERNATIONAL EDITION Brand New Copy. The ISBN-13 or Cover might be different but content is extactly same. We deliver in 5 - 9 days and actively resolve customer issues. Nº de ref. de la librería 0130661899-ABAB

Comprar nuevo
EUR 25,53
Convertir moneda
Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional

## 7.Econometric Analysis, 5/e

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
Bookshub
(Karol Bagh, India)
Valoración

Descripción Estado de conservación: New. New. International edition. Different ISBN and Cover image but contents are same as US edition. Perfect condition. Customer satisfaction our priority. Nº de ref. de la librería ABE-FEB-140805

Comprar nuevo
EUR 25,78
Convertir moneda
Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional

## 8.Econometric Analysis, 5/e

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
EBOOKSTORE2010
(New Delhi, ND, India)
Valoración

Descripción Estado de conservación: Brand New. New. SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Customer Satisfaction guaranteed!!. Nº de ref. de la librería SHUB140805

Comprar nuevo
EUR 25,82
Convertir moneda
Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional

## 9.Econometric Analysis (5th Edition)

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
PRIORITY BOOKS
(Springfield, VA, Estados Unidos de America)
Valoración

Descripción Paperback. Estado de conservación: New. Softcover Book, New Condition, Fast Shipping. Ready in Stock. 5th Edition. [Please Read Carefully Before Buying], This Is An International Edition. Printed In Black and White. 1026 pages, Book Cover And ISBN No May Be Different From US Edition. Restricted Sales Disclaimer Wordings Not For Sales In USA And Canada May Be Printed On The Cover Of The Book. Standard Shipping 7-14 Business Days. Expedited Shiping 4-8 Business Days. ***WE DO NOT ENTERTAIN BULK ORDERS.*** The Books May Be Ship From Overseas For Inventory Purpose. Nº de ref. de la librería 544255

Comprar nuevo
EUR 24,36
Convertir moneda
Gastos de envío: EUR 3,39
Destinos, gastos y plazos de envío
Edición internacional

## 10.Econometric Analysis, 5/e

ISBN 10: 0130661899 ISBN 13: 9780130661890
Edición internacional
Librería
Basi6 International
(Irving, TX, Estados Unidos de America)
Valoración

Descripción Estado de conservación: Brand New. New, SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Excellent Customer Service. Nº de ref. de la librería ABEUSA-140805

Comprar nuevo
EUR 27,78
Convertir moneda
Gastos de envío: GRATIS