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1、Greene-50240gree50240˙FMJuly10,200212:51FIFTHEDITIONECONOMETRICANALYSISQWilliamH.GreeneNewYorkUniversityUpperSaddleRiver,NewJersey07458iiiGreene-50240gree50240˙FMJuly10,200212:51CIPdatatocomeExecutiveEditor:RodBanisterEditor-in-Chief:P.J.BoardmanManagingEditor
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4、raphicsCreditsandacknowledgmentsborrowedfromothersourcesandreproduced,withpermission,inthistextbookappearonappropriatepagewithintext(oronpageXX).Copyright©2003,2000,1997,1993byPearsonEducation,Inc.,UpperSaddleRiver,NewJersey,07458.Allrightsreserved.Printedinth
5、eUnitedStatesofAmerica.ThispublicationisprotectedbyCopyrightandpermissionshouldbeobtainedfromthepublisherpriortoanyprohibitedreproduction,storageinaretrievalsystem,ortransmissioninanyformorbyanymeans,electronic,mechanical,photocopying,recording,orlikewise.Fori
6、nformationregardingpermission(s),writeto:RightsandPermissionsDepartment.PearsonEducationLTD.PearsonEducationAustraliaPTY,LimitedPearsonEducationSingapore,Pte.LtdPearsonEducationNorthAsiaLtdPearsonEducation,Canada,LtdPearsonEducacióndeMexico,S.A.deC.V.PearsonEd
7、ucation–JapanPearsonEducationMalaysia,Pte.Ltd10987654321ISBN0-13-066189-9ivGreene-50240gree50240˙FMJuly10,200212:51BRIEFCONTENTSQChapter1Introduction1Chapter2TheClassicalMultipleLinearRegressionModel7Chapter3LeastSquares19Chapter4Finite-SamplePropertiesoftheLe
8、astSquaresEstimator41Chapter5Large-SamplePropertiesoftheLeastSquaresandInstrumentalVariablesEstimators65Chapter6InferenceandPrediction93Chapter7FunctionalFormandStructuralChange116
