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A guide to econometrics / Peter Kennedy
Publication details: Malden : Blackwell Pub., 2008.Edition: 6th edDescription: xii, 585 p. : 26 cmISBN:- 9781405182584
- 9781405182577 (pbk)
- 330.01 KEN
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 Repressors, Nonlinearities, and
Parameter Inconstancy-
7. Violating Assumption Two: Nonzero Expected Disturbance-
8. Violating Assumption Three: Nonspherical Disturbances-
9. Violating Assumption Four: Instrumental Variable Estimation-
10. Violating Assumption Four: Measurement Errors and Autoregression-
11. Violating Assumption Four: Simultaneous Equations-
12. Violating Assumption Five: Multicollinearity-
13. Incorporating Extraneous Information-
14. The Bayesian Approach-
15. Dummy Variables-
16. Qualitative Dependent Variables-
17. Limited Dependent Variables-
18. Panel Data-
19. Time Series Econometrics-
20. Forecasting-
21. Robust Estimation-
22. Applied Econometrics-
23. Computational Considerations-
Index.
| Item type | Current library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|
BOOKs
|
NLS | General Stacks | 330.01 KEN (Browse shelf(Opens below)) | Available | 26108 |
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| 330.01 GIB Game theory for applied economists / | 330.01 GRE Econometric analysis / | 330.01 HER Just financial markets? : finance in a just society / | 330.01 KEN A guide to econometrics / | 330.01 KIN The Oxford handbook of philosophy of economics / | 330.01 MIL Palgrave handbook of econometrics / | 330.01 MOO Econometrics as a con art : exposing the limitations and abuses of econometrics / |
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 Repressors, Nonlinearities, and
Parameter Inconstancy-
7. Violating Assumption Two: Nonzero Expected Disturbance-
8. Violating Assumption Three: Nonspherical Disturbances-
9. Violating Assumption Four: Instrumental Variable Estimation-
10. Violating Assumption Four: Measurement Errors and Autoregression-
11. Violating Assumption Four: Simultaneous Equations-
12. Violating Assumption Five: Multicollinearity-
13. Incorporating Extraneous Information-
14. The Bayesian Approach-
15. Dummy Variables-
16. Qualitative Dependent Variables-
17. Limited Dependent Variables-
18. Panel Data-
19. Time Series Econometrics-
20. Forecasting-
21. Robust Estimation-
22. Applied Econometrics-
23. Computational Considerations-
Index.