TY  - BOOK
AU  - Kennedy,Peter
TI  - A guide to econometrics / 
SN  - 0262611406
U1  - 330.015195  21
PY  - 1998///
CY  - Cambridge : 
PB  - The MIT Press, 
N1  - 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
ER  -