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A guide to econometrics

Author: Peter Kennedy
Publisher: Cambridge, Mass. : MIT Press, ©2003.
Edition/Format:   Book : English : 5th edView all editions and formats
Database:WorldCat
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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter Kennedy
ISBN: 0262112809 9780262112802 026261183X 9780262611831
OCLC Number: 51264701
Description: xiii, 623 p. : ill. ; 23 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 : 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.
Responsibility: Peter Kennedy.

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