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A guide to econometrics created by Peter Kennedy

By: Material type: TextTextLanguage: English Publication details: Maden, MA Blackwell Publishing 2008Edition: 6thDescription: 585 pagesContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781405182584
  • 9781405182577
Subject(s):
Contents:
Chapter 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 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. 9.1 Introduction. 9.2 The IV Estimator. 9.3 IV Issues. General Notes. Technical Notes. 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, Technical Notes, 22 - Applied Econometrics, 23 - Computational Considerations.
Summary: 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. It explains what is going on in textbooks full of proofs and formulas. Kennedy’s A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Core Collection Harare Campus Library Core Collection HB139 KEN (Browse shelf(Opens below)) 146146 Available BK131667
Book Book Harare Campus Library Open Shelf HB139 KEN (Browse shelf(Opens below)) 146145 Available BK131676
Book Book Harare Campus Library Open Shelf HB139 KEN (Browse shelf(Opens below)) 146147 Available BK131766

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 - 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. 9.1 Introduction. 9.2 The IV Estimator. 9.3 IV Issues. General Notes. Technical Notes. 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, Technical Notes, 22 - Applied Econometrics, 23 - Computational Considerations.

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. It explains what is going on in textbooks full of proofs and formulas. Kennedy’s A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

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