Guide to Econometrics

Name: Guide to Econometrics
Price: 81.31 USD
Availability: InStock
ISBN: 9780262112802

ISBN-10: 0262112809

ISBN-13: 9780262112802

Edition: 5th 2003

Authors: Peter Kennedy

List price: $80.00

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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…

Book details

List price: $80.00
Edition: 5th
Copyright year: 2003
Publisher: MIT Press
Publication date: 9/1/2003
Binding: Hardcover
Pages: 639
Size: 6.25" wide x 9.50" long x 0.75" tall
Weight: 2.266
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.