000 02005nam a22002777a 4500
999 _c19103
_d19103
003 ZW-GwMSU
005 20200210120718.0
008 200210b ||||| |||| 00| 0 eng d
020 _a0631144196
040 _cMSU
_arda
_bEnglish
_erda
041 _aeng
100 1 _aKennedy, Peter.
_911012
_eauthor
245 1 2 _aA guide to econometrics.
_ccreated by Peter Kennedy
250 _aSecond
260 _aOxford :
_bBasil Blackwell Limited
_c1985.
300 _a238 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 - 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.
520 _aThis 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.
650 _aEconometrics
_911013
908 _a071213
942 _2lcc
_cB