TY  - BOOK
AU  - Kennedy,Peter
TI  - Guide to econometrics 
SN  - 9780262611831
AV  - HB139 .K45 2003
U1  - 330.015195 22
PY  - 2003///
CY  - Cambridge
PB  - MIT Press
KW  - Econometrics
N1  - Includes bibliographical references (p. [550]-600) and index; 1; Introduction --; 2; Criteria for Estimators --; 3; The Classical Linear Regression Model --; 4; Interval Estimation and Hypothesis Testing --; 5; Specification --; 6; Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy --; 7; Violating Assumption Two: Nonzero Expected Disturbance --; 8; Violating Assumption Three: Nonspherical Disturbances --; 9; Violating Assumption Four: Measurement Errors and Autoregression --; 10; Violating Assumption Four: Simultaneous Equations --; 11; Violating Assumption Five: Multicollinearity --; 12; Incorporating Extraneous Information --; 13; The Bayesian Approach --; 14; Dummy Variables --; 15; Qualitative Dependent Variables --; 16; Limited Dependent Variables --; 17; Panel Data --; 18; Time Series Econometrics --; 19; Forecasting --; 20; Robust Estimation --; 21; Applied Economectrics --; App. A; Sampling Distributions, the Foundation of Statistics --; App. B; All about Variance --; App. C; A Primer on Asymptotics --; App. D; Exercises --; App. E; Answers to Even-numbered Questions
ER  -