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A guide to econometrics için kapak resmi
Başlık:
A guide to econometrics
Yazar:
Kennedy, Peter author
ISBN:
9781405182577
Yazar Ek Girişi:
Basım Bilgisi:
6th ed
Fiziksel Tanımlama:
xii, 585 pages : illustration ; 26 cm
İçerik:
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors, nonlinearities, and parameter inconstancy -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: instrumental variable estimation -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics -- Computational considerations
Özet:
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy’s A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.
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Library
Materyal Türü
Demirbaş
Yer Numarası
Durumu / Lokasyon / İade Tarihi
Arıyor...
Kitap EKOBKN0010287 330.015135 KEN 2008
Arıyor...

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