Guide to Econometrics

Name: Guide to Econometrics
Price: 4.68 USD
Availability: InStock
ISBN: 9780262611831

ISBN-10: 026261183X

ISBN-13: 9780262611831

Edition: 5th 2003

Authors: Peter E. Kennedy

List price: $55.00

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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 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: $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: 1.980
Language: English



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