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Guide to Econometrics

ISBN-10: 140518258X

ISBN-13: 9781405182584

Edition: 6th 2008 (Revised)

Authors: Peter Kennedy

List price: $106.95
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Description:

The classic aide to econometric students worldwide is now in a new edition. Guide to Econometrics, 6th edition is designed to illuminate the logic of econometrics without formulas, providing intuition, skepticism, insights, humor, and practical advice. Designed for use in a range of courses, from undergraduate to graduate and PhD level New chapters cover instrumental variables, computation considerations Includes extensive information on GMM, nonparametrics, and an introduction to wavelets
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Book details

List price: $106.95
Edition: 6th
Copyright year: 2008
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/19/2008
Binding: Hardcover
Pages: 600
Size: 7.75" wide x 9.75" long x 1.25" tall
Weight: 3.190
Language: English

Preface
Dedication
Introduction
Criteria for Estimators
The 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: Instrumental Variable Estimation
Violating Assumption Five: Measurement Erros and Autoregression
Violating Assumption Six: Simultaneous Equations
Violating Assumption Seven: 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
Computational Considerations
General Notes
Technical Notes
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