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A guide to econometrics / Peter Kennedy

By: Material type: TextTextLanguage: English Publication details: New Delhi : Wiley, c2008.Edition: 6th edDescription: xii,585p. ; 24cmISBN:
  • 9788126574810
Subject(s): DDC classification:
  • 330.015195 KEN/G
Summary: 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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Holdings
Item type Current library Home library Call number Status Date due Barcode Item holds
Technical Reference Book Technical Reference Book Central Library, IIT Bhubaneswar Central Library, IIT Bhubaneswar 330.015195 KEN/G (Browse shelf(Opens below)) Available 8626
Total holds: 0

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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