A Guide to Econometrics
Seiten
1992
|
3rd Revised edition
Blackwell Publishers (Verlag)
978-0-631-18209-2 (ISBN)
Blackwell Publishers (Verlag)
978-0-631-18209-2 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
Zu diesem Artikel existiert eine Nachauflage
Following an introduction to the principles of econometrics, this work covers such topics as interval estimation, instrumental variable estimation, the classical linear regression model, the Bayesian approach, dummy variables and robust estimation.
For this third edition Peter Kennedy has retained the style and basic structure which has made the book popular but added new chapters on econometric specification, time series, robust estimation, the calculation of variances and asymptotics. In addition, new material has been included throughout to reflect the growth in the econometrics literature since the second edition was written. The author has also included exercises for the first time to help monitor progress.
For this third edition Peter Kennedy has retained the style and basic structure which has made the book popular but added new chapters on econometric specification, time series, robust estimation, the calculation of variances and asymptotics. In addition, new material has been included throughout to reflect the growth in the econometrics literature since the second edition was written. The author has also included exercises for the first time to help monitor progress.
Criteria for estimators; the classical linear regression model; interval estimation and hypothesis testing; specification; violating assumption one - wrong regressors, non-linearitic, and parameter inconstancy; violating assumption two - non-zero expected disturbance; violating assumption three - non-spherical disturbances; violating assumption four - measurement errors and autoregression, simultaneous equations; violating assumption five - multicollinearity; incorporating extraneous information; the Bayesian approach; dummy variables; qualitative and limited dependent variables; time series econometrics; forecasting; robust estimation.
| Erscheint lt. Verlag | 9.1.1992 |
|---|---|
| Zusatzinfo | 39 figures, 1 table, glossary, bibliography, indices |
| Verlagsort | Oxford |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-631-18209-8 / 0631182098 |
| ISBN-13 | 978-0-631-18209-2 / 9780631182092 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Übungsaufgaben – Fallstudien – Lösungen
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 34,90
Nachhaltigkeit und Megatrends
Buch | Softcover (2025)
De Gruyter Oldenbourg (Verlag)
CHF 55,90
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 49,95
