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A GUIDE TO ECONOMETRICS 5E 2003

$1150
ISBN:9781405115025
出版社:
作者:KENNEDY
年份:2003
裝訂別:平裝
頁數:640頁
定價:1150
售價:
原幣價:USD 115.95元
狀態:正常

A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world who require an intuitive introduction to the subject without the notation and technical detail that characterize most textbooks. This overview has enabled students to make sense more easily of what instructors are doing when they produce proofs, theorems and formulas. This fifth edition updates the contents and references throughout, while retaining the basic structure and flavor of earlier editions. New chapters on panel data and applied econometrics expand the text’s coverage, while other chapters are significantly revised. Adds new chapters on panel data and applied econometrics. Provides an intuitive overview of econometrics. Groups technical information at the end of each chapter, thus simplifying the main text. Instructor’s Manual available, containing answers to odd numbered end-of-chapter questions. Contents Preface. 1. Introduction. 2. Criteria for Estimators. 3. The Classical Linear Regression Model. 4. Interval Estimation and Hypothesis Testing. 5. Specification. 6. Violating Assumption One: Wrong Regressors. 7. Nonlinearities, and Parameter Inconstancy. 8. Violating Assumption Two: Nonzero Expected. 9. Disturbance. 10. Violating Assumption Three: Nonspherical Disturbances. 11. Violating Assumption Four: Measurement Errors and Autoregression. 12. Violating Assumption Four: Simultaneous Equations. 13. Violating Assumption Five: Multicollinearity. 14. Incorporating Extraneous Information. 15. The Bayesian Approach. 16. Dummy Variables. 17. Qualitative Dependent Variables. 18. Limited Dependent Variables. 19. Panel Data. 20. Time Series Econometrics. 21. Forecasting. 22. Robust Estimation. 23. Applied Econometrics. 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