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Advanced Econometrics
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Table of Contents

1. Classical Least Squares Theory 2. Recent Developments in Regression Analysis 3. Large Sample Theory 4. Asymptotic Properties of Extremum Estimators 5. Time Series Analysis 6. Generalized Least Squares Theory 7. Linear Simultaneous Equations Models 8. Nonlinear Simultaneous Equations Models 9. Qualitative Response Models 10. Tobit Models 11. Markov Chain and Duration Models Appendix 1. Useful Theorems in Matrix Analysis Appendix 2. Distribution Theory Notes References Name Index Subject Index

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The book provides an excellent overview of modern developments in such major subjects as robust inference, model selection methods, feasible generalized least squares estimation, nonlinear simultaneous systems models, discrete response analysis, and limited dependent variable models. -- Charles F. Manski, University of Wisconsin, Madison

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The book provides an excellent overview of modern developments in such major subjects as robust inference, model selection methods, feasible generalized least squares estimation, nonlinear simultaneous systems models, discrete response analysis, and limited dependent variable models.--Charles F. Manski, University of Wisconsin-Madison

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