A guide to econometrics.
Kennedy, Peter.
A guide to econometrics. created by Peter Kennedy - Second - Oxford : Basil Blackwell Limited 1985. - 238 pages.
Includes bibliographical references and index
Chapter 1 Introduction, 2 - Criteria for estimators, 3 - The classical linear regression model, 4 - Interval estimation and hypothesis testing, 5 - Violating assumption one: specification errors, 6 - Violating assumption two: Nonzero unexpected disturbance, 7 - Violating assumption three: nonspherical disturbances, 8 - Violating assumption four: measurement errors and autoregression, 9 - Violating assumption four: simultanoeus equations, 10 - Violating assumption five: multicollinearity, 11 - Incorporating extraneous information,. 12 - The Bayesian approach, 13 - Dummy variables, 14 - Qualitative and limited dependent variables, 15 - Forecasting.
This successful guide to the theory of econometrics has been comprehensively revised and updated for the second edition. The chapters on specification and multicollinearity have been completely rewritten, the selected topics of the first edition have each been expanded to full chapters, the Ballentine diagram has been exploited in several places, and many new topics such as Monte Carlo studies, LR, W, and LM tests, distributed lags, Stein estimators and non-tested hypothesis tests, have been added throughout.
0631144196
Econometrics
A guide to econometrics. created by Peter Kennedy - Second - Oxford : Basil Blackwell Limited 1985. - 238 pages.
Includes bibliographical references and index
Chapter 1 Introduction, 2 - Criteria for estimators, 3 - The classical linear regression model, 4 - Interval estimation and hypothesis testing, 5 - Violating assumption one: specification errors, 6 - Violating assumption two: Nonzero unexpected disturbance, 7 - Violating assumption three: nonspherical disturbances, 8 - Violating assumption four: measurement errors and autoregression, 9 - Violating assumption four: simultanoeus equations, 10 - Violating assumption five: multicollinearity, 11 - Incorporating extraneous information,. 12 - The Bayesian approach, 13 - Dummy variables, 14 - Qualitative and limited dependent variables, 15 - Forecasting.
This successful guide to the theory of econometrics has been comprehensively revised and updated for the second edition. The chapters on specification and multicollinearity have been completely rewritten, the selected topics of the first edition have each been expanded to full chapters, the Ballentine diagram has been exploited in several places, and many new topics such as Monte Carlo studies, LR, W, and LM tests, distributed lags, Stein estimators and non-tested hypothesis tests, have been added throughout.
0631144196
Econometrics