Peter Kennedy

A Guide to Econometrics

• Gebundenes Buch

Produktbeschreibung

Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Produktdetails

• Verlag: John Wiley & Sons / Wiley
• 6th edition
• Seitenzahl: 608
• Erscheinungstermin: 1. Mai 2008
• Englisch
• Abmessung: 246mm x 196mm x 35mm
• Gewicht: 1451g
• ISBN-13: 9781405182584
• ISBN-10: 140518258X
• Artikelnr.: 23465787

Autorenporträt

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.

Inhaltsangabe

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