A Guide to Econometrics
(Sprache: Englisch)
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master s, to a PhD course.
Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism,...
Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism,...
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Klappentext zu „A Guide to Econometrics “
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master s, to a PhD course.Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts)
Contains new chapters that cover instrumental variables and computational considerations
Includes additional information on GMM, nonparametrics, and an introduction to wavelets
Inhaltsverzeichnis zu „A Guide to Econometrics “
Preface.Dedication.
1. Introduction.
2. Criteria for Estimators.
3. The 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: Instrumental Variable Estimation.
10. Violating Assumption Five: Measurement Erros and Autoregression.
11. Violating Assumption Six: Simultaneous Equations.
12. Violating Assumption Seven: 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.
General Notes.
Technical Notes.
Appendix A: Sampling Distributions, the Foundation of Statistics.
Appendix B: All about Variance.
Appendix C: A Primer on Asymptotics.
Appendix D: Exercises.
Appendix E: Answers to Even-Numbered Questions.
Glossary.
Bibliography.
Name Index.
Subject Index
Autoren-Porträt von Peter Kennedy
Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and the Economic Bulletin.
Bibliographische Angaben
- Autor: Peter Kennedy
- 2013, 6th ed., 598 Seiten, Maße: 18,9 x 24,4 cm, Kartoniert (TB), Englisch
- Verlag: Wiley & Sons
- ISBN-10: 1405182571
- ISBN-13: 9781405182577
- Erscheinungsdatum: 16.05.2008
Sprache:
Englisch
Pressezitat
"The exceptional success of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars. Now in its sixth edition, this guide brings practitioners and researchers up to date on the popular techniques in estimation. It holds a unique position among econometric texts. Highly recommended." ( Choice , November 2008)
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