000 | 02005nam a22002777a 4500 | ||
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999 |
_c19103 _d19103 |
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003 | ZW-GwMSU | ||
005 | 20200210120718.0 | ||
008 | 200210b ||||| |||| 00| 0 eng d | ||
020 | _a0631144196 | ||
040 |
_cMSU _arda _bEnglish _erda |
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041 | _aeng | ||
100 | 1 |
_aKennedy, Peter. _911012 _eauthor |
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245 | 1 | 2 |
_aA guide to econometrics. _ccreated by Peter Kennedy |
250 | _aSecond | ||
260 |
_aOxford : _bBasil Blackwell Limited _c1985. |
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300 | _a238 pages. | ||
336 |
_2rdacontent _atext |
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337 |
_2rdamedia _aunmediated _bn |
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338 |
_2rdacarrier _avolume _bnc |
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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 |
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908 | _a071213 | ||
942 |
_2lcc _cB |