 |
 |
 |
 |
 |
 |
|
 |
A Guide to Econometrics 6th Edition By Peter Kenedy (2008) Publisher: Wiley-Blackwell ISBN: 978-1-4051-8257-7 Pages: 600 pages Price: £19.99+ p&p |
| Contents Table of Contents Book Order form |
Table of Contents
Preface.
Dedication.
1. Introduction.
2. Criteria for Estimators.
3. The Linear Regression Model.
4. Interval Estimation and Hypothesis Testing.
5. Specification.
6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy.
7. Violating Assumption Two: Nonzero Expected Disturbance.
8. Violating Assumption Three: Nonspherical Disturbances.
9. Violating Assumption Four: Instrumental Variable Estimation.
10. Violating Assumption Five: Measurement Erros and Autoregression.
11. Violating Assumption Six: Simultaneous Equations.
12. Violating Assumption Seven: Multicollinearity.
13. Incorporating Extraneous Information.
14. The Bayesian Approach.
15. Dummy Variables.
16. Qualitative Dependent Variables.
17. Limited Dependent Variables.
18. Panel Data.
19. Time Series Econometrics.
20. Forecasting.
21. Robust Estimation.
22. Applied Econometrics.
23. Computational Considerations.
General Notes.
Technical Notes.
Appendix A: Sampling Distributions, the Foundation of Statistics.
Appendix B: All about Variance.
Appendix C: A Primer on Asymptotics.
Appendix D: Exercises.
Appendix E: Answers to Even-Numbered Questions.
Glossary.
Bibliography.
Name Index.
Subject Index
|
||