A guide to econometrics /
Kennedy, Peter, 1943-
A guide to econometrics / Peter Kennedy - 5th ed. - Malden, MA : Blackwell Publishing Ltd, 2003. - xiii, 623 p. : ill. ; 23 cm.
Includes bibliographical references (p. [550]-600) and indexes.
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics.
1405115017 (hardcover : alk. paper) 1405115025 (pbk. : alk. paper) RM100.46
Econometrics.
A guide to econometrics / Peter Kennedy - 5th ed. - Malden, MA : Blackwell Publishing Ltd, 2003. - xiii, 623 p. : ill. ; 23 cm.
Includes bibliographical references (p. [550]-600) and indexes.
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics.
1405115017 (hardcover : alk. paper) 1405115025 (pbk. : alk. paper) RM100.46
Econometrics.