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A guide to econometrics

Peter Kennedy 1943-

Available at FEA - Fac. Econ. Adm. Contab. e Atuária (330.182 K36g 4.ed. 2001 )(GetIt)

Title:
A guide to econometrics
Author: Peter Kennedy 1943-
Subjects: Econometrics; Econometrie; Einfuhrung; Okonometrie; ECONOMETRIA
Notes: Includes bibliographical references (p. [411]-446) and indexes
Description: Introduction Criteria for Estimators The Classical 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: 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 Time Series Econometrics Forecasting Robust Estimation Sampling Distributions, the Foundation of Statistics All About Variance A Primer on Asymptotics
Publisher: Cambridge, Mass MIT Press
Creation Date: c1998
Format: xii, 468 p ill 24 cm.
Language: English

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