Kennedy, Peter
A guide to econometrics /
Peter Kennedy
- 6th ed.
- New Delhi : Wiley, c2008.
- xii,585p. ; 24cm.
ntroduction --
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.
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