Kennedy, Peter,  1943- <br/><br/>
A guide to econometrics / 
Peter Kennedy 
 - 5th ed. 
 - Malden, MA :  Blackwell Publishing Ltd,  2003. 
 - xiii, 623 p. :  ill. ;  23 cm. 
<br/><br/>Includes bibliographical references (p. [550]-600) and indexes. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>1405115017 (hardcover : alk. paper) 1405115025 (pbk. : alk. paper)  RM100.46 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics.