01479    a2200193   45000010006000000050017000060080041000230030015000640400040000790800026001192450025001450200022001702500012001922640028002043000027002325050887002591000023011468560116011691456520260407155447.0260407a2012    arg                 spa dAR-UNSa-BCEJYS  aAR-UNSa-BCEJYSbspacAR-UNSa-BCEJYS  a330.43xEconometría10aEconometric analysis  a978-0-13-139538-1  a7a. ed. 1aBoston :bPearsonc2012  axxxix, 1198 p.c24 cm.  a1. Econometrics - 2. The linear regression model - 3. Least Squares - 4. The least squares estimator - 5. Hypothesis tests and model selection - 6. Functional form and structural chnage - 7. Nonlinear, semiparametric, and nonparametric. Regression models - 8. Endogeneity and instrumental variable estimation - 9. The generalized regression model and heteroscedasticity - 10. Systems of equations - 11. Models for panel data - 12. Estimation frameworks in econometrics - 13. Minimum distance estimation and the generalized method of moments - 14. Maximun likelihood estimation - 15. Simulation-based estimation and interence and random parameter models - 16. Bayesian estimation and inference - 17. Discrete choice - 18. Discrete choices and event counts - 19. Limited dependent variables-truncation, censoring, and sample selection - 20. Serial correlation - 21. Nonstationary data1 aGreene, William H.41uhttps://biblioeco.unsa.edu.ar/pmb/images/libros/Econometric Analysis-l118954.jpgyImagen de portadaqimage/jpeg