A guide to econometrics / Peter Kennedy.

Format:

Book

Author/Creator:

Kennedy, Peter, 1943-2010.

Language:

English

Subjects (All):

Econometrics.

Genre:

Lehrbuch.

Physical Description:

xii, 585 pages : illustrations ; 26 cm

Edition:

Sixth edition.

Place of Publication:

Malden, MA : Blackwell Pub., 2008.

Summary:

This text is for teachers and students throughout the world who require an introduction to the subject of econometrics without the notation and technical detail that characterise other textbooks.

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.

Notes:

Includes bibliographical references (pages 511-561) and indexes.

ISBN:

9781405182584

140518258X

9781405182577

1405182571

OCLC:

173299317

Publisher Number:

9781405182577

99958529677

Online:

Contributor biographical information

Publisher description

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