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A Guide To Econometrics.

A Guide To Econometrics.

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  • ISBN:9781405182577
  • Editorial: Blackwell Publishers
  • Fecha de la edición:
  • Número de la edición: 6
  • Encuadernación:Rústica
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:600
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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 (do's 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.

Introduction 1
2 Criteria for Estimators 11
3 The Classical Linear Regression Model 40
4 Interval Estimation and Hypothesis Testing 51
5 Specification 71
6 Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy 93
7 Violating Assumption Two: Nonzero Expected Disturbance 109
8 Violating Assumption Three: Nonspherical Disturbances 112
9 Violating Assumption Four: Instrumental Variable Estimation 137
10 Violating Assumption Four: Measurement Errors and Autoregression 157
11 Violating Assumption Four: Simultaneous Equations 171
12 Violating Assumption Five: Multicollinearity 192
13 Incorporating Extraneous Information 203
14 The Bayesian Approach 213
15 Dummy Variables 232
16 Qualitative Dependent Variables 241
17 Limited Dependent Variables 262
18 Panel Data 281
19 Time Series Econometrics 296
20 Forecasting 331
21 Robust Estimation 345
22 Applied Econometrics 361
23 Computational Considerations 385
App. A Sampling Distributions, The Foundation of Statistics 403
App. B All About Variance 407
App. C A Primer on Asymptotics

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