Idioma:

A guide to econometrics

Peter Kennedy 1943-

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária (330.182 K36g 6.ed. )(Acessar)

Título:
A guide to econometrics
Autor: Peter Kennedy 1943-
Assuntos: Econometrics; Économétrie; ECONOMETRIA
Notas: Includes bibliographical references (p. 511-561) and indexes
Descrição: 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: instrumental variable estimation -- 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 -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics -- Computational considerations.
This text is for teachers and students throughout the world who require an introduction to the subject of econometrics without the notation and technical detail that characterise other textbooks
Editor: Malden, MA Blackwell Pub.
Data de criação/publicação: 2008
Formato: xii, 585 p. ill. 26 cm.
Idioma: Inglês

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