计量经济分析习题答案（第六版英文）.pdfVIP

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 various computations in the solutions and exercises are done with the NLOGIT Version 4.0 computer 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 derivative computations 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 internal computations by the computer 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