Description |
xiii, 623 pages : illustrations ; 23 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. 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 |
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App. D. Exercises -- App. E. Answers to Even-numbered Questions |
Bibliography |
Includes bibliographical references (pages [550]-600) and index |
Subject |
Econometrics.
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Genre/Form |
Lehrbuch
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LC no. |
2002045179 |
ISBN |
0262112809 hardback alkaline paper |
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026261183X paperback alkaline paper |
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1405115017 hardcover alkaline paper |
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1405115025 paperback alkaline paper |
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