Record Display for the EPA National Library Catalog
RECORD NUMBER: 1 OF 36Main Title | A guide to econometrics / | |||||||||||
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Author | Kennedy, Peter, | |||||||||||
Publisher | MIT Press, | |||||||||||
Year Published | 2003 | |||||||||||
OCLC Number | 51264701 | |||||||||||
ISBN | 0262112809; 9780262112802; 026261183X; 9780262611831 | |||||||||||
Subjects | Econometrics ; Econométrie ; Econometrie ; èOkonometrie--(DE-588)4132280-0 ; Econometria | |||||||||||
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Edition | 5th ed. | |||||||||||
Collation | xiii, 623 pages : illustrations ; 23 cm | |||||||||||
Notes | Includes bibliographical references (pages 550-600) and index. |
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Contents Notes | Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one : wrong regressors, nonlinearities, and parameter inconstancy -- Violating assumption Two : Nonzero Expected Disturbance -- Violating assumption three : nonspherical disturbances -- Violating assumption four : measurement errors and autoregression -- Violating assumption four : simultaneous equations -- Violating assumption five : multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics. |