計量経済学及びGMM
http://nam-students.blogspot.jp/2015/12/gmm.html
Advanced Econometrics Takeshi Amemiya 1985
http://nam-students.blogspot.jp/2015/12/advanced-econometrics-1985117-takeshi.html
グリーン計量経済学、 W. H. Greene Econometric Analysis 1993
http://nam-students.blogspot.jp/2015/11/w-h-greene-econometric-analysis.html(本頁)
Econometrics Fumio Hayashi 2000
http://nam-students.blogspot.jp/2015/12/econometrics-fumio-hayashi.html
計量経済学 浅野皙, 中村二朗 2000
http://nam-students.blogspot.jp/2015/12/2000.html
https://www.amazon.co.jp/Econometric-Analysis-International-Global-English-ebook/dp/B00IZ0863K
kindle 現行版
グリーン計量経済学、
W. H. Greene
Econometric Analysis
BRIEF CONTENTS
Examples and Applications
Preface
Part I The Linear Regression Model
Chapter1 Econometrics
Chapter 2 The Linear Regression Model
Chapter 3 Least Squares
Chapter 4 The Least Squares Estimator
Chapter 5 Hypothesis Tests and Model Selection
Chapter 6 Functional Form and Structural Change
Chapter 7 Nonlinear, Semiparametric, and Nonparametric Regression Models
Chapter 8 Endogeneity and Instrumental Variable Estimation
Part II Generalized Regression Model and Equation Systems
Chapter 9 The Generalized Regression Model and Heteroscedasticity
Chapter 10 Systems of Equations
Chapter 11 Models for Panel Data
Part III Estimation Methodology
Chapter 12 Estimation Frameworks in Econometrics
Chapter 13 Minimum Distance Estimation and the Generalized Method of Moments
Chapter 14 Maximum Likelihood Estimation
Chapter 15 Simulation-Based Estimation and Inference and Random Parameter Models
Chapter 16 Bayesian Estimation and Inference
Part IV Cross Sections, Panel Data, and Microeconometrics
Chapter 17 Discrete Choice
Chapter 18 Discrete Choices and Event Counts
Chapter 19 Limited Dependent Variables-Truncation, Censoring, and Sample Selection
Part V Time Series and Macroeconometrics
Chapter 20 Serial Correlation
Chapter 21 Nonstationary Data
Part VI Appendices
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
Appendix F Data Sets Used in Applications
References
Combined Author and Subject Index
邦訳されているのは4ed(1999)
Chapter 1 -
Chapter 2 -
Chapter 3 -
Chapter 4 - Statistical Inference
Chapter 5 - Computation and Optimization
Chapter 6 - The Classical Multiple Linear Regression Model
Chapter 7 - Inference and Prediction
Chapter 8 - Functional Form, Nonlinearity
Chapter 9 - Large Sample Results
Chapter 10 - Nonlinear Regression Models
Chapter 11 -
Chapter 12 - Heteroskedasticity
Chapter 13 - Autocorrelated Disturbances
Chapter 14 - Models for Panel Data
Chapter 15 - Systems of Regression Equations
Chapter 16 -
Chapter 17 -
Chapter 18 -
Chapter 19 - Models with Discrete Dependent Variables
Chapter 20 - Limited Dependent Variable and Duration Models
Textbook web site 8ed
https://www.amazon.com/Econometric-Analysis-4th-William-Greene/dp/0130132977/
上は4th edの目次を見ることができる
Brief contents [4th ed,1999]
Preface
Chapter Introduction
Chapter 2 Matrix Algebra
Chapter 3 Probability and Distribution Theory
Chapter 4 Statistical Inference
Chapter 5 Computation and Optimization
Chapter 6 The Classical Multiple Linear Regression Model: Specification and Estimation
Chapter 7 Inference and Prediction
Chapter 8 Functional Form, Nonlinearity, and Specification
Chapter9 Large-Sample Results and Alternative Estimators for the Classical Regression Model
Chapter 10 Nonlinear Regression Models
Chapter 11 Nonspherical Disturbances, Generalized Regression, and GMM Estimation
Chapter 12 Heteroscedasticity
Chapter 13 Autocorrelated Disturbances
Chapter 14 Models for Panel Data
Chapter 15 Systems of Regression Equations
Chapter 16 Simultaneous Equations Models
Chapter 17 Regressions with Lagged Variables
Chapter 18 Time-Series Models
Chapter 19 Models with Discrete Dependent Variables
Chapter 20 Limited Dependent Variable and Duration Models
Appendix A Data Sets Used in Applications
Appendix B Statistical Tables
References
Author Index
Subject Index
以下は5th ed
https://spu.fem.uniag.sk/cvicenia/ksov/obtulovic/Mana%C5%BE.%20%C5%A1tatistika%20a%20ekonometria/EconometricsGREENE.pdf
5th ed 簡易目次 章が増えている
http://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm 8ed
グリーン計量経済学、 W. H. Greene Econometric Analysis
BRIEF CONTENTS
Chapter 1 Introduction
Chapter 2 The Classical Multiple Linear Regression Model
Chapter 3 Least Squares
Chapter 4 Finite-Sample Properties of the Least Squares Estimator
Chapter 5 Large-Sample Properties of the Least Squares and Instrumental Variables Estimators
Chapter 6 Inference and Prediction
Chapter 7 Functional Form and Structural Change
Chapter 8 Specification Analysis and Model Selection
Chapter 9 Nonlinear Regression Models
Chapter 10 Nonspherical Disturbances-The Generalized Regression Model
Chapter 11 Heteroscedasticity
Chapter 12 Serial Correlation
Chapter 13 Models for Panel Data
Chapter 14 Systems of Regression Equations
Chapter 15 Simultaneous-Equations Models
Chapter 16 Estimation Frameworks in Econometrics
Chapter 17 Maximum Likelihood Estimation
Chapter 18 The Generalized Method of Moments
Chapter 19 Models with Lagged Variables
Chapter 20 Time-series Models
Chapter 21 Models for Discrete Choice
Chapter 22 Limited Dependent Variable and Duration Models
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
Appendix F Data Sets Used in Applications
Appendix G Statistical Tables
References
Author Index
Subject Index
https://spu.fem.uniag.sk/cvicenia/ksov/obtulovic/Mana%C5%BE.%20%C5%A1tatistika%20a%20ekonometria/EconometricsGREENE.pdf 5th ed
rum.prf.jcu.cz/.../William_H_Greene-Econometric_Analysis-P...
International. Edition. Greene. Econometric. Analysis. Edition. Econometric. Analysis. Seventh Edition. William H. Greene ... ISBN 978-0-13-139538-1 by William H. Greene published by Pearson Education, publishing as. Prentice Hall © 2012.
エコノミスト社:グリーン 計量経済分析
http://www.economist.co.jp/1_05_keizai/1_05_8_green.htm