000 01570 a2200229 4500
001 14565
005 20260407155447.0
008 260407a2012 arg spa d
003 AR-UNSa-BCEJYS
040 _aAR-UNSa-BCEJYS
_bspa
_cAR-UNSa-BCEJYS
080 _a330.43
_xEconometría
245 1 0 _aEconometric analysis
020 _a978-0-13-139538-1
250 _a7a. ed.
264 1 _aBoston :
_bPearson
_c2012
300 _axxxix, 1198 p.
_c24 cm.
505 _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 data
942 _cBK
590 _aniveau_biblio:m niveau_hierar:0
100 1 _aGreene, William H.
856 4 1 _uhttps://biblioeco.unsa.edu.ar/pmb/images/libros/Econometric Analysis-l118954.jpg
_yImagen de portada
_qimage/jpeg
999 _c581
_d581