Kennedy, Peter

A guide to econometrics / Peter Kennedy - 6th ed. - New Delhi : Wiley, c2008. - xii,585p. ; 24cm.

ntroduction --
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.

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Econometrics

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