Econometrics

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  More...

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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

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 new appendix and a new type of exercise underline the importance of the sampling distribution concept.

Prefacep. xi
Dedicationp. xv
Introductionp. 1
Criteria for Estimatorsp. 11
The Classical Linear Regression Modelp. 47
Interval Estimation and Hypothesis Testingp. 60
Specificationp. 81
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancyp. 107
Violating Assumption Two: Nonzero Expected Disturbancep. 129
Violating Assumption Three: Nonspherical Disturbancesp. 133
Violating Assumption Four: Measurement Errors and Autoregressionp. 157
Violating Assumption Four: Simultaneous Equationsp. 180
Violating Assumption Five: Multicollinearityp. 205
Incorporating Extraneous Informationp. 218
The Bayesian Approachp. 230
Dummy Variablesp. 248
Qualitative Dependent Variablesp. 259
Limited Dependent Variablesp. 281
Panel Datap. 301
Time Series Econometricsp. 319
Forecastingp. 358
Robust Estimationp. 372
Applied Econometricsp. 389
Sampling Distributions, the Foundation of Statisticsp. 418
All about Variancep. 423
A Primer on Asymptoticsp. 429
Exercisesp. 436
Answers to Even-numbered Questionsp. 516
Glossaryp. 544
Bibliographyp. 550
Name Indexp. 601
Subject Indexp. 610
Table of Contents provided by Publisher. All Rights Reserved.

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