Greene W.H. Econometric Analysis

Prentice Hall, 2008. — 193 p.Solutions and Applications Manual
This book presents solutions to the end of chapter exercises and applications in Econometric Analysis. Thereare 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 bookThe Classical Multiple Linear Regression Model
Least Squares
Statistical Properties of the Least Squares Estimator
nference and Prediction
Functional Form and Structural Change
Specification Analysis and Model Selection
The Generalized Regression Model and Heteroscedasticity
Models for Panel Data
Systems of Regression Equations
Nonlinear Regressions and Nonlinear Least Squares
nstrumental Variables Estimation
Simultaneous-Equations Models
Estimation Frameworks in Econometrics
Minimum Distance Estimation and The Generalized Method of Moments
Maximum Likelihood Estimation
Simulation Based Estimation and Inference
Bayesian Estimation and Inference
Serial Correlation
Models with Lagged Variables
Time-Series Models
Nonstationary Data
Models for Discrete Choice
Truncation, Censoring and Sample Selection
Models for Event Counts and Duration
Appendix A Matrix Algebra
Appendix B Probability and Distribution Theory
Appendix C Estimation and Inference
Appendix D Large Sample Distribution Theory
Appendix E Computation and Optimization