Book contents
- Frontmatter
- Contents
- Preface
- List of illustrations
- Notation
- 1 The technology of estimation
- 2 Likelihood
- 3 Tests of simplifying assumptions
- 4 The use of likelihood in econometrics
- 5 Techniques of maximization
- 6 Generalized classical regression
- 7 Systems of linear regression equations
- 8 The transformation of Box and Cox
- 9 Time series data and dynamic models
- 10 Discrete choice models
- 11 Hybrid and mixed dependent variables
- 12 Simple random process models
- References
- Author index
- Subject index
6 - Generalized classical regression
Published online by Cambridge University Press: 12 September 2009
- Frontmatter
- Contents
- Preface
- List of illustrations
- Notation
- 1 The technology of estimation
- 2 Likelihood
- 3 Tests of simplifying assumptions
- 4 The use of likelihood in econometrics
- 5 Techniques of maximization
- 6 Generalized classical regression
- 7 Systems of linear regression equations
- 8 The transformation of Box and Cox
- 9 Time series data and dynamic models
- 10 Discrete choice models
- 11 Hybrid and mixed dependent variables
- 12 Simple random process models
- References
- Author index
- Subject index
Summary
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- Type
- Chapter
- Information
- Econometric Applications of Maximum Likelihood Methods , pp. 79 - 99Publisher: Cambridge University PressPrint publication year: 1986