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1、Greene-50240gree50240˙FMJuly10,200212:51FIFTHEDITIONECONOMETRICANALYSISQWilliamH.GreeneNewYorkUniversityUpperSaddleRiver,NewJersey07458iiiGreene-50240gree50240˙FMJuly10,200212:51CIPdatatocomeExecutiveEditor:RodBanisterEditor-in-Chief:P.J.BoardmanManagingEditor:GladysSotoAssistantEditor:MarieMcHaleEd
2、itorialAssistant:LisaAmatoSeniorMediaProjectManager:VictoriaAndersonExecutiveMarketingManager:KathleenMcLellanMarketingAssistant:ChristopherBathManagingEditor(Production):CynthiaReganProductionEditor:MichaelReynoldsProductionAssistant:DianneFalconePermissionsSupervisor:SuzanneGrappiAssociateDirector
3、,Manufacturing:VinnieSceltaCoverDesigner:KiwiDesignCoverPhoto:AnthonyBannister/CorbisComposition:InteractiveCompositionCorporationPrinter/Binder:Courier/WestfordCoverPrinter:CoralGraphicsCreditsandacknowledgmentsborrowedfromothersourcesandreproduced,withpermission,inthistextbookappearonappropriatepa
4、gewithintext(oronpageXX).Copyright©2003,2000,1997,1993byPearsonEducation,Inc.,UpperSaddleRiver,NewJersey,07458.Allrightsreserved.PrintedintheUnitedStatesofAmerica.ThispublicationisprotectedbyCopyrightandpermissionshouldbeobtainedfromthepublisherpriortoanyprohibitedreproduction,storageinaretrievalsys
5、tem,ortransmissioninanyformorbyanymeans,electronic,mechanical,photocopying,recording,orlikewise.Forinformationregardingpermission(s),writeto:RightsandPermissionsDepartment.PearsonEducationLTD.PearsonEducationAustraliaPTY,LimitedPearsonEducationSingapore,Pte.LtdPearsonEducationNorthAsiaLtdPearsonEduc
6、ation,Canada,LtdPearsonEducacióndeMexico,S.A.deC.V.PearsonEducation–JapanPearsonEducationMalaysia,Pte.Ltd10987654321ISBN0-13-066189-9ivGreene-50240gree50240˙FMJuly10,200212:51BRIEFCONTENTSQChapter1Introduction1Chapter2TheClassicalMultipleLinearRegressionModel7Chapter3LeastSquares19Chapter4Finite-Sam
7、plePropertiesoftheLeastSquaresEstimator41Chapter5Large-SamplePropertiesoftheLeastSquaresandInstrumentalVariablesEstimators65Chapter6InferenceandPrediction93Chapter7FunctionalFormandStructuralChange116
