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Guide to Econometrics

ISBN-10: 026261183X
ISBN-13: 9780262611831
Edition: 5th 2003
Authors: Peter E. Kennedy
List price: $55.00 Buy it from $13.57
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Description: A Guide to Econometrics has established itself as a preferred 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  More...

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Book details

List price: $55.00
Edition: 5th
Copyright year: 2003
Publisher: MIT Press
Publication date: 8/1/2003
Binding: Paperback
Pages: 500
Size: 6.00" wide x 9.25" long x 1.50" tall
Weight: 2.090

A Guide to Econometrics has established itself as a preferred 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 that characterize most econometrics textbooks. The fifth edition has two major additions, a chapter on panel data and an innovative chapter on applied econometrics. Existing chapters have been revised and updated extensively, particularly the specification chapter (to coordinate with the applied econometrics chapter), the qualitative dependent variables chapter (to better explain the difference between multinomial and conditional logit), the limited dependent variables chapter (to provide a better interpretation of Tobit estimation), and the time series chapter (to incorporate the vector autoregression discussion from the simultaneous equations chapter and to explain more fully estimation of vector error correction models). Several new exercises have been added, some of which form new sections on bootstrapping and on applied econometrics. This edition is for sale in all of the Americas, the West Indies, and U.S. dependencies only.

Preface
Dedication
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
Sampling Distributions, the Foundation of Statistics
All about Variance
A Primer on Asymptotics
Exercises
Answers to Even-numbered Questions
Glossary
Bibliography
Name Index
Subject Index

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