Main Title |
A guide to econometrics / |
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
|
Internet Access |
|
Holdings |
Library |
Call Number |
Additional Info |
Location |
Last Modified |
Checkout Status |
EKBM |
HB139.K45 2003 |
|
Research Triangle Park Library/RTP, NC |
04/05/2006 |
|
Edition |
5th ed. |
Collation |
xiii, 623 pages : illustrations ; 23 cm |
Notes |
Includes bibliographical references (pages 550-600) and index. |
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. |
Place Published |
Cambridge, Mass. : |
PUB Date Free Form |
c2003. |
BIB Level |
m |
Cataloging Source |
OCLC/T |
LCCN |
2002045179 |
OCLC Time Stamp |
20060403121032 |
Language |
eng |
Origin |
OCLC |
Type |
CAT |
OCLC Rec Leader |
00839cam 2200253 a 45020 |