ISBN-10: 0262611406

ISBN-13: 9780262611404

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

Authors: Peter Kennedy

List price: $32.95
30 day, 100% satisfaction guarantee

If an item you ordered from TextbookRush does not meet your expectations due to an error on our part, simply fill out a return request and then return it by mail within 30 days of ordering it for a full refund of item cost.

Learn more about our returns policy


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.
what's this?
Rush Rewards U
Members Receive:
You have reached 400 XP and carrot coins. That is the daily max!
Study Briefs

Limited time offer: Get the first one free! (?)

All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.

Add to cart
Study Briefs
Periodic Table Online content $4.95 $1.99
Add to cart
Study Briefs
Business Ethics Online content $4.95 $1.99
Add to cart
Study Briefs
Business Law Online content $4.95 $1.99
Customers also bought

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

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.
Free shipping on orders over $35*

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

Learn more about the TextbookRush Marketplace.