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A guide to econometrics / Peter Kennedy

Author
Kennedy, Peter, 1943-2010
Published
Malden, MA : Blackwell Pub., 2008.
Edition
6th ed.
Physical Description
xii, 585 pages : illustrations ; 26 cm

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Contents
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: instrumental variable estimation -- 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 -- Computational considerations.
Subject(s)
ISBN
9781405182584 (hardcover : alk. paper)
140518258X (hardcover : alk. paper)
9781405182577 (pbk. : alk. paper)
1405182571 (pbk. : alk. paper)
Bibliography Note
Includes bibliographical references (pages 511-561) and indexes.
View MARC record | catkey: 5011973