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9781405182584

A Guide to Econometrics

by
  • ISBN13:

    9781405182584

  • ISBN10:

    140518258X

  • Edition: 6th
  • Format: Hardcover
  • Copyright: 2008-02-19
  • Publisher: Wiley-Blackwell

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Supplemental Materials

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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.

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