A guide to econometrics
By: Peter Kennedy.
Edition: 5th ed.
Publisher: Blackwell Publishing Ltd
Published: 2003
Place of publication: Malden, MA
Language: eng
Number of pages: 623
Subjects: Econometrics
Notes: Includes bibliographical references (p. [550]-600) and indexes.
Table of contents: title: Introduction; title: Criteria for estimators; title: The classical linear regression model; title: Interval estimation and hypothesis testing; title: Specification; title: Violating assumption one: wrong regressors; title: Violating assumption two: nonzero expected disturbance; title: Violating assumption three: nonspherical disturbances; title: Violating assumption four: measurement errors and autoregression; title: Violating assumption four: simultaneous equations; title: Violating assumption five: multicollinearity; title: Incorporating extraneous information; title: The Bayesian approach; title: Dummy variables; title: Qualitative dependent variables; title: Limited dependent variables; title: Panel data; title: Time series econometrics; title: Forecasting; title: Robust estimation; title: Applied econometrics.