Guide to econometrics
Kennedy, Peter 1943-
Guide to econometrics - 5th ed. - Cambridge MIT Press 2003 - xiii,623p. ill. ; 23 cm.
Includes bibliographical references (p. [550]-600) and index.
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: 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 Economectrics -- Sampling Distributions, the Foundation of Statistics -- All about Variance -- A Primer on Asymptotics -- Exercises -- Answers to Even-numbered Questions. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. App. A. App. B. App. C. App. D. App. E.
9780262611831
2002045179
Econometrics.
HB139 / .K45 2003
330.015195 / KE-G
Guide to econometrics - 5th ed. - Cambridge MIT Press 2003 - xiii,623p. ill. ; 23 cm.
Includes bibliographical references (p. [550]-600) and index.
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: 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 Economectrics -- Sampling Distributions, the Foundation of Statistics -- All about Variance -- A Primer on Asymptotics -- Exercises -- Answers to Even-numbered Questions. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. App. A. App. B. App. C. App. D. App. E.
9780262611831
2002045179
Econometrics.
HB139 / .K45 2003
330.015195 / KE-G