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Book Cover
Book
Author Kennedy, Peter, 1943-2010.

Title A guide to econometrics / Peter Kennedy
Edition Fifth edition
Published Cambridge, Mass. : MIT Press, [2003]
©2003

Copies

Location Call no. Vol. Availability
 MELB  330.028 Ken/Gte 2003  AVAILABLE
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
App. D. Exercises -- App. E. Answers to Even-numbered Questions
Bibliography Includes bibliographical references (pages [550]-600) and index
Subject Econometrics.
Genre/Form Lehrbuch
LC no. 2002045179
ISBN 0262112809 hardback alkaline paper
026261183X paperback alkaline paper
1405115017 hardcover alkaline paper
1405115025 paperback alkaline paper