000 01958cam a2200301 a 4500
001 5003610
005 20220309060016.0
007 Paper bound
008 021217s2003 maua b 001 0 eng
010 _a 2002045179
020 _a9780262611831
035 _a(OCoLC)ocm51264701
035 _a(NNC)5003610
040 _aDLC
_cDLC
_dOrLoB-B
050 0 0 _aHB139
_b.K45 2003
082 0 0 _a330.015195
_222
_bKE-G
100 1 _aKennedy, Peter
_d1943-
_937482
245 1 2 _aGuide to econometrics
250 _a5th ed.
260 _aCambridge
_bMIT Press
_c2003
300 _axiii,623p.
_bill. ;
_c23 cm.
504 _aIncludes bibliographical references (p. [550]-600) and index.
505 0 0 _g1.
_tIntroduction --
_g2.
_tCriteria for Estimators --
_g3.
_tThe Classical Linear Regression Model --
_g4.
_tInterval Estimation and Hypothesis Testing --
_g5.
_tSpecification --
_g6.
_tViolating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy --
_g7.
_tViolating Assumption Two: Nonzero Expected Disturbance --
_g8.
_tViolating Assumption Three: Nonspherical Disturbances --
_g9.
_tViolating Assumption Four: Measurement Errors and Autoregression --
_g10.
_tViolating Assumption Four: Simultaneous Equations --
_g11.
_tViolating Assumption Five: Multicollinearity --
_g12.
_tIncorporating Extraneous Information --
_g13.
_tThe Bayesian Approach --
_g14.
_tDummy Variables --
_g15.
_tQualitative Dependent Variables --
_g16.
_tLimited Dependent Variables --
_g17.
_tPanel Data --
_g18.
_tTime Series Econometrics --
_g19.
_tForecasting --
_g20.
_tRobust Estimation --
_g21.
_tApplied Economectrics --
_gApp. A.
_tSampling Distributions, the Foundation of Statistics --
_gApp. B.
_tAll about Variance --
_gApp. C.
_tA Primer on Asymptotics --
_gApp. D.
_tExercises --
_gApp. E.
_tAnswers to Even-numbered Questions.
650 0 _aEconometrics.
_937483
900 _bTOC
942 _2ddc
_cBK
_04
999 _c16270
_d16270