Econometrics
Hansen, Bruce E
Econometrics by Bruce E Hansen - New Jersey : Princeton University Press, ©2022 - xxxi, 1044 p. ; 26 cm
Includes bibliographical references (pages 1021-1031) and index.
I Regression
2 Conditional Expectation and Projection
3 The Algebra of Least Squares
4 Least Squares Regression
5 Normal Regression
II Large Sample Methods
6 A Review of Large Sample Asymptotics
7 Asymptotic Theory for Least Squares
8 Restricted Estimation
9 Hypothesis Testing
10 Resampling Methods III Multiple Equation Models
11 Multivariate Regression
12 Instrumental Variables
13 Generalized Method of Moments
V Nonparametric Methods
14 Time Series
15 Multivariate Time Series
16 Nonstationary Time Series
17 Panel Data
18 Difference in Differences
VI Nonlinear Methods
19 Nonparametric Regression
20 Series Regression
21 Regression Discontinuity
22 M-Estimators
23 Nonlinear Least Squares
24 Quantile Regression
25 Binary Choice
26 Multiple Choice
27 Censoring and Selection
28 Model Selection, Stein Shrinkage, and Model Averaging
29 Machine Learning
"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--
9780691235899
Econometrics.
330.01 / HAN-E
Econometrics by Bruce E Hansen - New Jersey : Princeton University Press, ©2022 - xxxi, 1044 p. ; 26 cm
Includes bibliographical references (pages 1021-1031) and index.
I Regression
2 Conditional Expectation and Projection
3 The Algebra of Least Squares
4 Least Squares Regression
5 Normal Regression
II Large Sample Methods
6 A Review of Large Sample Asymptotics
7 Asymptotic Theory for Least Squares
8 Restricted Estimation
9 Hypothesis Testing
10 Resampling Methods III Multiple Equation Models
11 Multivariate Regression
12 Instrumental Variables
13 Generalized Method of Moments
V Nonparametric Methods
14 Time Series
15 Multivariate Time Series
16 Nonstationary Time Series
17 Panel Data
18 Difference in Differences
VI Nonlinear Methods
19 Nonparametric Regression
20 Series Regression
21 Regression Discontinuity
22 M-Estimators
23 Nonlinear Least Squares
24 Quantile Regression
25 Binary Choice
26 Multiple Choice
27 Censoring and Selection
28 Model Selection, Stein Shrinkage, and Model Averaging
29 Machine Learning
"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--
9780691235899
Econometrics.
330.01 / HAN-E