Econometrics

Name: Econometrics
Price: 4.91 USD
Availability: InStock
ISBN: 9780262611404

ISBN-10: 0262611406

ISBN-13: 9780262611404

Edition: 4th 1998 (Guide (Instructor's))

Authors: Peter Kennedy

List price: $32.95

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Description:

A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail often characteristic of econometrics textbooks. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, time series analysis, and VARs. A…

Book details

List price: $32.95
Edition: 4th
Copyright year: 1998
Publisher: MIT Press
Publication date: 5/8/1998
Binding: Paperback
Pages: 482
Size: 6.25" wide x 9.00" long x 1.25" tall
Weight: 1.430
Language: English

Preface	p. xi
Dedication	p. xv
Introduction	p. 1
Criteria for Estimators	p. 11
The Classical Linear Regression Model	p. 47
Interval Estimation and Hypothesis Testing	p. 60
Specification	p. 81
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy	p. 107
Violating Assumption Two: Nonzero Expected Disturbance	p. 129
Violating Assumption Three: Nonspherical Disturbances	p. 133
Violating Assumption Four: Measurement Errors and Autoregression	p. 157
Violating Assumption Four: Simultaneous Equations	p. 180
Violating Assumption Five: Multicollinearity	p. 205
Incorporating Extraneous Information	p. 218
The Bayesian Approach	p. 230
Dummy Variables	p. 248
Qualitative Dependent Variables	p. 259
Limited Dependent Variables	p. 281
Panel Data	p. 301
Time Series Econometrics	p. 319
Forecasting	p. 358
Robust Estimation	p. 372
Applied Econometrics	p. 389
Sampling Distributions, the Foundation of Statistics	p. 418
All about Variance	p. 423
A Primer on Asymptotics	p. 429
Exercises	p. 436
Answers to Even-numbered Questions	p. 516
Glossary	p. 544
Bibliography	p. 550
Name Index	p. 601
Subject Index	p. 610
Table of Contents provided by Publisher. All Rights Reserved.