skip to content
A guide to econometrics Preview this item
ClosePreview this item
Checking...

A guide to econometrics

Author: Peter Kennedy
Publisher: Malden, MA : Blackwell Pub., 2008.
Edition/Format:   Print book : English : 6th edView all editions and formats
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.
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter Kennedy
ISBN: 9781405182584 140518258X 9781405182577 1405182571
OCLC Number: 173299317
Description: xii, 585 pages : illustrations ; 26 cm
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.
Responsibility: Peter Kennedy.
More information:

Abstract:

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in  Read more...

Reviews

Editorial reviews

Publisher Synopsis

"The exceptional success of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars. Now in its sixth edition, this guide Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Related Subjects:(5)

User lists with this item (1)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/173299317> # A guide to econometrics
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "173299317" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/mau> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/640059#Place/malden_ma> ; # Malden, MA
   schema:about <http://dewey.info/class/330.015195/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/640059#Topic/okonometrie> ; # Ökonometrie
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:about <http://experiment.worldcat.org/entity/work/data/640059#Topic/econometrie> ; # Econométrie
   schema:bookEdition "6th ed." ;
   schema:bookFormat bgn:PrintBook ;
   schema:creator <http://viaf.org/viaf/81084> ; # Peter Kennedy
   schema:datePublished "2008" ;
   schema:description "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."@en ;
   schema:description "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."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/640059> ;
   schema:genre "Lehrbuch"@en ;
   schema:inLanguage "en" ;
   schema:name "A guide to econometrics"@en ;
   schema:productID "173299317" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/173299317#PublicationEvent/malden_ma_blackwell_pub_2008> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/640059#Agent/blackwell_pub> ; # Blackwell Pub.
   schema:url <http://swbplus.bsz-bw.de/bsz277267080inh.htm> ;
   schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016459881&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
   schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016459881&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
   schema:url <http://catdir.loc.gov/catdir/enhancements/fy0827/2007039113-t.html> ;
   schema:url <http://swbplus.bsz-bw.de/bsz277267080cov.htm> ;
   schema:workExample <http://worldcat.org/isbn/9781405182577> ;
   schema:workExample <http://worldcat.org/isbn/9781405182584> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/173299317> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/640059#Agent/blackwell_pub> # Blackwell Pub.
    a bgn:Agent ;
   schema:name "Blackwell Pub." ;
    .

<http://experiment.worldcat.org/entity/work/data/640059#Topic/econometrie> # Econométrie
    a schema:Intangible ;
   schema:name "Econométrie"@en ;
   schema:name "Économétrie"@fr ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/81084> # Peter Kennedy
    a schema:Person ;
   schema:birthDate "1943" ;
   schema:deathDate "2010" ;
   schema:familyName "Kennedy" ;
   schema:givenName "Peter" ;
   schema:name "Peter Kennedy" ;
    .

<http://worldcat.org/isbn/9781405182577>
    a schema:ProductModel ;
   schema:isbn "1405182571" ;
   schema:isbn "9781405182577" ;
    .

<http://worldcat.org/isbn/9781405182584>
    a schema:ProductModel ;
   schema:isbn "140518258X" ;
   schema:isbn "9781405182584" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.