A Guide to Econometrics / Edition 5

A Guide to Econometrics / Edition 5

by Peter Kennedy, Sidney Ed. Kennedy
     
 

ISBN-10: 1405115017

ISBN-13: 9781405115018

Pub. Date: 06/28/2003

Publisher: Wiley

This is the perfect (and essential) supplement for all econometrics classes-from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts). The 6E contains new…  See more details below

Overview

This is the perfect (and essential) supplement for all econometrics classes-from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts). The 6E contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

About the Author:
Peter Kennedy is Professor of Economics at Simon Fraser University

Product Details

ISBN-13:
9781405115018
Publisher:
Wiley
Publication date:
06/28/2003
Edition description:
REV
Pages:
640
Product dimensions:
6.14(w) x 9.21(h) x 1.38(d)

Related Subjects

Table of Contents

Preface
Dedication
1Introduction1
2Criteria for Estimators11
3The Classical Linear Regression Model47
4Interval Estimation and Hypothesis Testing60
5Specification81
6Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy107
7Violating Assumption Two: Nonzero Expected Disturbance129
8Violating Assumption Three: Nonspherical Disturbances133
9Violating Assumption Four: Measurement Errors and Autoregression157
10Violating Assumption Four: Simultaneous Equations180
11Violating Assumption Five: Multicollinearity205
12Incorporating Extraneous Information218
13The Bayesian Approach230
14Dummy Variables248
15Qualitative Dependent Variables259
16Limited Dependent Variables281
17Panel Data301
18Time Series Econometrics319
19Forecasting358
20Robust Estimation372
21Applied Economectrics389
App. ASampling Distributions, the Foundation of Statistics418
App. BAll about Variance423
App. CA Primer on Asymptotics429
App. DExercises436
App. EAnswers to Even-numbered Questions516
Glossary544
Bibliography550
Name Index601
Subject Index610

Read More

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >