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A guide to econometrics / Peter Kennedy.
Kennedy, Peter, 1943-2010.
1998
HB139 .K46 1998 (Map It)
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Author
Kennedy, Peter, 1943-2010.
Title
A guide to econometrics / Peter Kennedy.
Published
Cambridge, Mass. : MIT Press, [1998]
Copyright
©1998
Call Number
HB139 .K46 1998
Edition
Fourth edition.
ISBN
0262112353
0262611406 (pbk.)
Description
xii, 468 pages : illustrations ; 24 cm
System Control No.
(OCoLC)37878743
Bibliography, etc. Note
Includes bibliographical references (pages [411]-446) and indexes.
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Preface
1
Introduction
1
2
Criteria for Estimators
10
3
The Classical Linear Regression Model
42
4
Interval Estimation and Hypothesis Testing
54
5
Specification
73
6
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy
94
7
Violating Assumption Two: Nonzero Expected Disturbance
113
8
Violating Assumption Three: Nonspherical Disturbances
116
9
Violating Assumption Four: Measurement Errors and Autoregression
137
10
Violating Assumption Four: Simultaneous Equations
157
11
Violating Assumption Five: Multicollinearity
183
12
Incorporating Extraneous Information
194
13
The Bayesian Approach
205
14
Dummy Variables
221
15
Qualitative Dependent Variables
233
16
Limited Dependent Variables
249
17
Time Series Econometrics
263
18
Forecasting
288
19
Robust Estimation
298
App. A
Sampling Distributions, the Foundation of Statistics
313
App. B
All About Variance
317
App. C
A Primer on Asymptotics
322
App. D: Exercises
328
App. E: Answers to Even-numbered Questions
384
Glossary
406
Bibliography
411
Author Index
000
Subject Index
000

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