文档介绍：Solutions and Applications Manual
Econometric Analysis
Sixth Edition
William H. Greene
New York University
Prentice Hall, Upper Saddle River, New Jersey 07458
Contents and Notation
This book presents solutions to the end of chapter exercises and applications in Econometric Analysis. There
are no exercises in the text for Appendices A – E. For the instructor or student who is interested in exercises for
this material, I have included a number of them, with solutions, in this book. The putations in the
solutions and exercises are done with the NLOGIT Version package (Econometric Software, Inc.,
Plainview New York, ). In order to control the length of this document, only the solutions and
not the questions from the exercises and applications are shown here. In some cases, the numerical solutions
for the in text examples shown here differ slightly from the values given in the text. This occurs because in
general, the putations in the text are done using the digits shown in the text, which are rounded to
a few digits, while the results shown here are based on putations by puter that use all digits.
Chapter 1 Introduction 1
Chapter 2 The Classical Multiple Linear Regression Model 2
Chapter 3 Least Squares 3
Chapter 4 Statistical Properties of the Least Squares Estimator 10
Chapter 5 Inference and Prediction 19
Chapter 6 Functional Form and Structural Change 30
Chapter 7 Specification Analysis and Model Selection 40
Chapter 8 The Generalized Regression Model and Heteroscedasticity 44
Chapter 9 Models for Panel Data 54
Chapter 10 Systems of Regression Equations 67
Chapter 11 Nonlinear Regressions and Nonlinear Least Squares 80
Chapter 12 Instrumental Variables Estimation 85
Chapter 13 Simultaneous-Equations Models 90
Chapter 14 Estimation Frameworks in Econometrics 97
Chapter 15 Minimum Distance