6. Edition - April 2008
71.90 Euro
2008. 600 Pages, Hardcover
- Textbook -
ISBN-10: 1-4051-8258-X
ISBN-13: 978-1-4051-8258-4 - John Wiley & Sons








Short description
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. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts).

From the contents
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