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A guide to econometrics / Peter Kennedy.

By: Material type: TextTextLanguage: English Publication details: Cambridge : The MIT Press, 1998.Edition: Fourth editionDescription: xii, 468 páginas : gráficas ; 22 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0262611406
Subject(s): DDC classification:
  • 330.015195  K35g  21
Other classification:
  • C01
Contents:
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, nonlinearities, and parameter inconstancy -- 7. Violating assumption two: nonzero expected disturbance -- 8. Violating assumption three: nonspherical disturbances -- 9. Violating assumption four: Measurement errors and autoregressio -- 10. Violating assumption four: simultaneous equations -- 11. Violating assumption five: multicollinearity -- 12. Incorporating extraneous information -- 13. The Bayesian approach -- 14. Dummy variables -- 15. Qualitative dependent variables -- 16. Limited dependent variables -- 17. Time series econometrics -- 18. Forecasting -- 19. Robust Estimation -- Appendix A : Sampling distributions, the Foundationof Statistics ; Appendix B : All about variance ; Appendix C : A primer on asymptotics ; Appendix C : exercises ; Appendix E : Answers to even-numbered and questions.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 K35g (Browse shelf(Opens below)) Available Mantener en colección. 29004018976950
Total holds: 0

Incluye referencias bibliográficas (páginas 411-446) e índices.

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, nonlinearities, and parameter inconstancy -- 7. Violating assumption two: nonzero expected disturbance -- 8. Violating assumption three: nonspherical disturbances -- 9. Violating assumption four: Measurement errors and autoregressio -- 10. Violating assumption four: simultaneous equations -- 11. Violating assumption five: multicollinearity -- 12. Incorporating extraneous information -- 13. The Bayesian approach -- 14. Dummy variables -- 15. Qualitative dependent variables -- 16. Limited dependent variables -- 17. Time series econometrics -- 18. Forecasting -- 19. Robust Estimation -- Appendix A : Sampling distributions, the Foundationof Statistics ; Appendix B : All about variance ; Appendix C : A primer on asymptotics ; Appendix C : exercises ; Appendix E : Answers to even-numbered and questions.

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