IMPORTANT COVID-19 UPDATES

9781405182584

A Guide to Econometrics, 6th Edition

by
  • ISBN13:

    9781405182584

  • ISBN10:

    140518258X

  • Edition: 6th
  • Format: Hardcover
  • Copyright: 2008-02-01
  • Publisher: Wiley-Blackwell

Note: Supplemental materials are not guaranteed with Rental or Used book purchases.

Purchase Benefits

  • Free Shipping On Orders Over $35!
    Your order must be $35 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
  • Get Rewarded for Ordering Your Textbooks! Enroll Now
List Price: $117.90 Save up to $58.95
  • Rent Book $58.95
    Add to Cart Free Shipping

    TERM
    PRICE
    DUE
    USUALLY SHIPS IN 2-3 BUSINESS DAYS
    *This item is part of an exclusive publisher rental program and requires an additional convenience fee. This fee will be reflected in the shopping cart.

Supplemental Materials

What is included with this book?

Summary

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 sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

Author Biography

Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and Economics Bulletin.

Table of Contents

Preface
Dedication
Introduction
Criteria for Estimators
The Linear Regression Model
Interval Estimation and 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 Five: Measurement Erros and Autoregression
Violating Assumption Six: Simultaneous Equations
Violating Assumption Seven: 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
General Notes
Technical Notes
Sampling Distributions, the Foundation of Statistics
All about Variance
A Primer on Asymptotics
Exercises
Answers to Even-Numbered Questions
Glossary
Bibliography
Name Index
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

Rewards Program

Write a Review