A guide to econometrics
This text is for teachers and students throughout the world who require an introduction to the subject of econometrics without the notation and technical detail that characterise other textbooks.
Read More ↓Title Statements
- Full title :A guide to econometrics / Peter Kennedy.
Summary
This text is for teachers and students throughout the world who require an introduction to the subject of econometrics without the notation and technical detail that characterise other textbooks.
Read More ↓Edition Statements
- Publication Date:2008.
- Edition:6th ed
Publication Statements
- Publisher(s):Blackwell Pub
- Place of Publication:Malden, MA
- Language:eng
- Publication Date:2008.
The Physical Object
- Description:xii, 585 pages : : illustrations ; : 26 cm
Edition Identifiers
- ISBN:9781405182584, 140518258X, 9781405182577, 1405182571
- oclc:ocn173299317
- LC Classification:HB139
- Dewey Decimal:330.01/5195
Table of Contents
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors, nonlinearities, and parameter inconstancy -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: instrumental variable estimation -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics -- Computational considerations.
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A Guide to Econometrics -- (.pdf)
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A Guide to Econometrics. 6th edition -- (.pdf)
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