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A guide to econometrics / Peter Kennedy

By: Kennedy, Peter [autor]Publisher: Malden : Wiley, ©2008Edition: 6th editionDescription: 585 páginas : ilustraciones, tablas ; 25 cmContent type: Media type: Carrier type: ISBN: 9781405182577Subject(s): Análisis de regresión | Econometrìa | VariablesDDC classification: 330.0155195
Contents:
Introduction. -- Criteria for estimators. -- The classical linear regression model. -- Interval estimation hypothesis testing. -- Specification. -- Violating assumption one: wrong regressors, nonlinearities, and parameter inconstancy. -- Violating assumption two: nonzero expected disturbance. -- Violating assumption three: nonspherical disturbances. -- Violating assumption four: instrumental variable estimation. -- Violating assumption fur: measurement errors and autoregression. -- Violating assumption four: simulation 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. -- Computational considerations.
Abstract: This is the perfect (and essential) supplement for all econometrics classes-from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts). The 6E contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.
List(s) this item appears in: Economía
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Item type Current location Collection Call number Vol info Copy number Status Date due Barcode Item holds
Book Book B. Campus los Cerros
Colección general
Colección general 330.0155195 K38 (Browse shelf) 6th edition, 2008 1 Available 0000047809
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Includes appendix, bibliography, glossary and index. -- Appendix A. Sampling distributions, the foundation of statistics. -- B. All about variance. -- C. A primer on asymptotics. -- D. Exercises. -- E. Answers to even-numbered questions.

Introduction. -- Criteria for estimators. -- The classical linear regression model. -- Interval estimation hypothesis testing. -- Specification. -- Violating assumption one: wrong regressors, nonlinearities, and parameter inconstancy. -- Violating assumption two: nonzero expected disturbance. -- Violating assumption three: nonspherical disturbances. -- Violating assumption four: instrumental variable estimation. -- Violating assumption fur: measurement errors and autoregression. -- Violating assumption four: simulation 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. -- Computational considerations.

This is the perfect (and essential) supplement for all econometrics classes-from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts). The 6E contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

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