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A guide to econometrics / Peter Kennedy

By: Kennedy, Peter [autor]
Publisher: Cambridge, Massachusetts : The MIT Press, ©1985Edition: 2nd editionDescription: x, 238 páginas : ilustraciones, tablas ; 23 cmContent type: Media type: Carrier type: ISBN: 0262610434Subject(s): Econometrìa | Negocios -- EstadísticasDDC classification: 330.015195
Contents:
Introduction. -- Criteria for estimators. -- The classical linear regression model. -- Interval estimation and hypothesis testing. -- Violating assumption one: Specification errors. -- Violating assumption two: Nonzero expected disturbance. -- Violating assumption three: Nonspherical disturbances. -- Violating assumption four: Measurement errors and auto regression. -- Violating assumption four: simultaneous equations. -- Violating assumption five: multicollinearity. -- Incorporating extraneous information. -- The Bayesian approach. -- Dummy variables. -- Qualitative and limited dependent variables. -- Forecasting.
Abstract: In the preface to the first edition of this book, I made the bold claim that the majority of instructors do not feel that this book is needed whereas students are unanimously of the opposite opinion. I am sorry to report that i must continue to make that claim: too many students have told me that they learned of the book from fellow students rather than from their instructors. The great success of the first edition is due to this word - of - mouth phenomenon.
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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 330.015195 K351 (Browse shelf) 1985 1 Available 0000042343
Total holds: 0

Enhanced descriptions from Syndetics:

As the wounds of the Civil War are just beginning to heal, one fateful summer would forever alter the course of a young girl’s life.<br>  <br> In 1868, on the barren shores of post-war Outer Banks North Carolina, the once wealthy Sinclair family moves for the summer to one of the first cottages on the ocean side of the resort village of Nags Head. Seventeen-year-old Abigail is beautiful, book-smart, but sheltered by her plantation life and hemmed-in by her emotionally distant family. To make good use of time, she is encouraged by her family to teach her father’s fishing guide, the good-natured but penniless Benjamin Whimble, how to read and write. And in a twist of fate unforeseen by anyone around them, there on the porch of the cottage, the two come to love each other deeply, and to understand each other in a way that no one else does.<br>  <br> But when, against everything he claims to represent, Ben becomes entangled in Abby's father's Ku Klux Klan work, the terrible tragedy and surprising revelations that one hot Outer Banks night brings forth threaten to tear them apart forever.<br>  <br> With vivid historical detail and stunning emotional resonance, Diann Ducharme recounts a dramatic story of love, loss, and coming of age at a singular and rapidly changing time in one of America’s most beautiful and storied communities.  <br> <br> <br> From the Hardcover edition.

Incluye índex. -- the book is scratched.

Includes bibliography.

Introduction. -- Criteria for estimators. -- The classical linear regression model. -- Interval estimation and hypothesis testing. -- Violating assumption one: Specification errors. -- Violating assumption two: Nonzero expected disturbance. -- Violating assumption three: Nonspherical disturbances. -- Violating assumption four: Measurement errors and auto regression. -- Violating assumption four: simultaneous equations. -- Violating assumption five: multicollinearity. -- Incorporating extraneous information. -- The Bayesian approach. -- Dummy variables. -- Qualitative and limited dependent variables. -- Forecasting.

In the preface to the first edition of this book, I made the bold claim that the majority of instructors do not feel that this book is needed whereas students are unanimously of the opposite opinion. I am sorry to report that i must continue to make that claim: too many students have told me that they learned of the book from fellow students rather than from their instructors. The great success of the first edition is due to this word - of - mouth phenomenon.

Table of contents provided by Syndetics

  • Preface (p. xi)
  • Dedication (p. xv)
  • 1 Introduction (p. 1)
  • 2 Criteria for Estimators (p. 11)
  • 3 The Classical Linear Regression Model (p. 47)
  • 4 Interval Estimation and Hypothesis Testing (p. 60)
  • 5 Specification (p. 81)
  • 6 Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy (p. 107)
  • 7 Violating Assumption Two: Nonzero Expected Disturbance (p. 129)
  • 8 Violating Assumption Three: Nonspherical Disturbances (p. 133)
  • 9 Violating Assumption Four: Measurement Errors and Autoregression (p. 157)
  • 10 Violating Assumption Four: Simultaneous Equations (p. 180)
  • 11 Violating Assumption Five: Multicollinearity (p. 205)
  • 12 Incorporating Extraneous Information (p. 218)
  • 13 The Bayesian Approach (p. 230)
  • 14 Dummy Variables (p. 248)
  • 15 Qualitative Dependent Variables (p. 259)
  • 16 Limited Dependent Variables (p. 281)
  • 17 Panel Data (p. 301)
  • 18 Time Series Econometrics (p. 319)
  • 19 Forecasting (p. 358)
  • 20 Robust Estimation (p. 372)
  • 21 Applied Econometrics (p. 389)
  • Appendix A Sampling Distributions, the Foundation of Statistics (p. 418)
  • Appendix B All about Variance (p. 423)
  • Appendix C A Primer on Asymptotics (p. 429)
  • Appendix D Exercises (p. 436)
  • Appendix E Answers to Even-numbered Questions (p. 516)
  • Glossary (p. 544)
  • Bibliography (p. 550)
  • Name Index (p. 601)
  • Subject Index (p. 610)

Reviews provided by Syndetics

CHOICE Review

The exceptional success of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars. Now in its sixth edition, this guide brings practitioners and researchers up to date on the popular techniques in estimation. Texts in econometrics range from overly simplistic "do this and get that" to advanced mathematical proofs of the properties of estimators. Kennedy (Simon Fraser Univ.) succeeds in covering the ground where most researchers find themselves. His work allows one to quickly compare estimation procedures; places the procedure in the broader context; and provides references for advanced study. It holds a unique position among econometric texts. It is the book this reviewer consults first when considering an estimation procedure and the one looked to when interpreting estimates. The format of this edition is the same as the others, but the inclusion of a chapter on instrumental variable estimation is a welcome addition. The broad outline goes back at least to Arthur S. Goldberger's Econometric Theory (1964). Summing Up: Highly recommended. Upper-division undergraduate through professional collections. J. F. O'Connell emeritus, College of Holy Cross

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