A guide to econometrics / Peter Kennedy
Publication details: Malden, MA : Blackwell Publishing Ltd, 2003.Edition: 5th edDescription: xiii, 623 p. : ill. ; 23 cmISBN:- 1405115017 (hardcover : alk. paper)
- 1405115025 (pbk. : alk. paper)
| Item type | Current library | Home library | Collection | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | - | HB139.K45 2003 (Browse shelf(Opens below)) | 1 | Available | 00001335820 |
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| HB139.K44 Introduction to econometrics : principles and applications / | HB139.K44 Introduction to econometrics : principles and applications / | HB139.K45 A guide to econometrics / | HB139.K45 2003 A guide to econometrics / | HB139.K488 Monte Carlo simulation for econometricians / | HB139.K525 Lectures in econometrics / | HB139.K525 Lectures in econometrics / |
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.
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