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Items
Details
Author
Title
A guide to econometrics / Peter Kennedy.
Published
Cambridge, Mass. : MIT Press, [2003]
Copyright
©2003
Call Number
HB139 .K46 2003
Edition
Fifth edition.
ISBN
0262112809 (alk. paper)
026261183X (pbk. : alk. paper)
026261183X (pbk. : alk. paper)
Description
xiii, 623 pages : illustrations ; 23 cm
System Control No.
(OCoLC)51264701
Bibliography, etc. Note
Includes bibliographical references (pages [550]-600) and index.
Record Appears in
Table of Contents
Preface
Dedication
1
Introduction
1
2
Criteria for Estimators
11
3
The Classical Linear Regression Model
47
4
Interval Estimation and Hypothesis Testing
60
5
Specification
81
6
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy
107
7
Violating Assumption Two: Nonzero Expected Disturbance
129
8
Violating Assumption Three: Nonspherical Disturbances
133
9
Violating Assumption Four: Measurement Errors and Autoregression
157
10
Violating Assumption Four: Simultaneous Equations
180
11
Violating Assumption Five: Multicollinearity
205
12
Incorporating Extraneous Information
218
13
The Bayesian Approach
230
14
Dummy Variables
248
15
Qualitative Dependent Variables
259
16
Limited Dependent Variables
281
17
Panel Data
301
18
Time Series Econometrics
319
19
Forecasting
358
20
Robust Estimation
372
21
Applied Economectrics
389
App. A
Sampling Distributions, the Foundation of Statistics
418
App. B
All about Variance
423
App. C
A Primer on Asymptotics
429
App. D
Exercises
436
App. E
Answers to Even-numbered Questions
516
Glossary
544
Bibliography
550
Name Index
601
Subject Index
610