TY  - BOOK
AU  - Kennedy, Peter
TI  - A guide to econometrics
SN  - 9781405182584
PY  - 2008///
CY  - Maden, MA
PB  - Blackwell Publishing
KW  - Econometrics
N1  - 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
N2  - 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
ER  -