Midlands State University Library
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A guide to econometrics. created by Peter Kennedy

By: Material type: TextTextLanguage: English Publication details: Oxford : Basil Blackwell Limited 1985.Edition: SecondDescription: 238 pagesContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0631144196
Subject(s):
Contents:
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.
Summary: 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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book Book Main Library HB 139 KEN (Browse shelf(Opens below)) 43391 Available BK9708
Book Book Main Library Open Shelf HB74.M3 KEN (Browse shelf(Opens below)) 43393 Available BK9680
Book Book Main Library Open Shelf HB139 KEN (Browse shelf(Opens below)) 43392 Available BK1216

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.

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