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A guide to econometrics

Author: Peter Kennedy
Publisher: Cambridge, Mass. : MIT Press, ©1998.
Edition/Format:   Print book : English : 4th edView all editions and formats
Database:WorldCat
Summary:

This text is for teachers and students throughout the world who require an introduction to the subject of econometrics, the notation and technical detail that characterize most textbooks. This fourth  Read more...

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Genre/Form: Einführung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter Kennedy
ISBN: 0262112353 9780262112352 0262611406 9780262611404 0631200886 9780631200888
OCLC Number: 37878743
Description: xii, 468 pages : illustrations ; 24 cm
Contents: 1. Introduction 2. Criteria for Estimators 3. The Classical Linear Regression Model 4. Interval Estimation and Hypothesis Testing 5. Specification 6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy 7. Violating Assumption Two: Nonzero Expected Disturbance 8. Violating Assumption Three: Nonspherical Disturbances 9. Violating Assumption Four: Measurement Errors and Autoregression 10. Violating Assumption Four: Simultaneous Equations 11. Violating Assumption Five: Multicollinearity 12. Incorporating Extraneous Information 13. The Bayesian Approach 14. Dummy Variables 15. Qualitative Dependent Variables 16. Limited Dependent Variables 17. Time Series Econometrics 18. Forecasting 19. Robust Estimation App. A. Sampling Distributions, the Foundation of Statistics App. B. All About Variance App. C. A Primer on Asymptotics.
Responsibility: Peter Kennedy.

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