Guide to Econometrics

Name: Guide to Econometrics
Price: 30.0 USD
Availability: InStock
ISBN: 9781405182584

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

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