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Author Hayashi, Fumio.
林, 文夫

Title Econometrics / Fumio Hayashi.

Published Princeton, N.J. : Princeton University Press, 2000.


Location Call No. Status
 UniM Giblin Eunson  330.015195 HAYA    DUE 26-09-19
 UniM Giblin Eunson  330.015195 HAYA    DUE 24-08-19
Physical description xxiii, 683 p. : ill. ; 26 cm.
Notes Also available online.
Bibliography Includes bibliographical references and index.
Contents 1. Finite-Sample Properties of OLS -- 2. Large-Sample Theory -- 3. Single-Equation GMM -- 4. Multiple-Equation GMM -- 5. Panel Data -- 6. Serial Correlation -- 7. Extremum Estimators -- 8. Examples of Maximum Likelihood -- 9. Unit-Root Econometrics -- 10. Cointegration -- App. A. Partitioned Matrices and Kronecker Products.
Summary "Hayashi's Econometrics introduces first-year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."--BOOK JACKET.
Subject Econometrics.
ISBN 9780691010182 (alk. paper)
0691010188 (alk. paper)