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A Guide to Econometrics
Taschenbuch von Peter Kennedy
Sprache: Englisch

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Beschreibung
This 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.
This 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.
Über den Autor
Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and Economics Bulletin.
Inhaltsverzeichnis
Preface.

Dedication.

1. Introduction.

2. Criteria for Estimators.

3. The 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.

10. Violating Assumption Five: Measurement Erros and Autoregression.

11. Violating Assumption Six: Simultaneous Equations.

12. Violating Assumption Seven: 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.

22. Applied Econometrics.

23. Computational Considerations.

General Notes.

Technical Notes.

Appendix A: Sampling Distributions, the Foundation of Statistics.

Appendix B: All about Variance.

Appendix C: A Primer on Asymptotics.

Appendix D: Exercises.

Appendix E: Answers to Even-Numbered Questions.

Glossary.

Bibliography.

Name Index.

Subject Index
Details
Erscheinungsjahr: 2008
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 608
Inhalt: XII
585 S.
ISBN-13: 9781405182577
ISBN-10: 1405182571
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Kennedy, Peter
Hersteller: John Wiley & Sons
John Wiley and Sons Ltd
Maße: 241 x 189 x 35 mm
Von/Mit: Peter Kennedy
Erscheinungsdatum: 28.04.2008
Gewicht: 1,145 kg
preigu-id: 101817350
Über den Autor
Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and Economics Bulletin.
Inhaltsverzeichnis
Preface.

Dedication.

1. Introduction.

2. Criteria for Estimators.

3. The 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.

10. Violating Assumption Five: Measurement Erros and Autoregression.

11. Violating Assumption Six: Simultaneous Equations.

12. Violating Assumption Seven: 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.

22. Applied Econometrics.

23. Computational Considerations.

General Notes.

Technical Notes.

Appendix A: Sampling Distributions, the Foundation of Statistics.

Appendix B: All about Variance.

Appendix C: A Primer on Asymptotics.

Appendix D: Exercises.

Appendix E: Answers to Even-Numbered Questions.

Glossary.

Bibliography.

Name Index.

Subject Index
Details
Erscheinungsjahr: 2008
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 608
Inhalt: XII
585 S.
ISBN-13: 9781405182577
ISBN-10: 1405182571
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Kennedy, Peter
Hersteller: John Wiley & Sons
John Wiley and Sons Ltd
Maße: 241 x 189 x 35 mm
Von/Mit: Peter Kennedy
Erscheinungsdatum: 28.04.2008
Gewicht: 1,145 kg
preigu-id: 101817350
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