000 02304nam a22002777a 4500
999 _c150796
_d150796
003 ZW-GwMSU
005 20190620164810.0
008 190620b ||||| |||| 00| 0 eng d
020 _a9781405182584
020 _a9781405182577
040 _arda
_bEnglish
_cMSU
041 _aeng
100 _aKennedy, Peter
_eauthor
245 _aA guide to econometrics
_ccreated by Peter Kennedy
250 _a6th
260 _aMaden, MA
_bBlackwell Publishing
_c2008
300 _a585 pages.
336 _2rdacontent
_atext
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
504 _aIncludes bibliographical references and index.
505 _aChapter 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.
520 _aThis 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.
650 _aEconometrics
942 _2lcc
_cB