| Description |
xii, 468 pages : illustrations ; 24 cm |
| Contents |
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. Time Series Econometrics -- 18. Forecasting -- 19. Robust Estimation -- App. A. Sampling Distributions, the Foundation of Statistics -- App. B. All About Variance -- App. C. A Primer on Asymptotics |
| Summary |
Covers several topics such as bootstrapping, count data, duration models, generalised method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, sampling distributions, time series analysis, and VARs |
| Bibliography |
Includes bibliographical references (pages [411]-446) and indexes |
| Subject |
Econometrics.
|
| LC no. |
97044978 |
| ISBN |
0262112353 (hbk.) |
|
0262611406 (paperback) |
|
0631200886 (paperback) |
|
