A guide to econometrics / Peter Kennedy
Material type: TextLanguage: English Publication details: New Delhi : Wiley, c2008.Edition: 6th edDescription: xii,585p. ; 24cmISBN:- 9788126574810
- 330.015195 KEN/G
Item type | Current library | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Technical Reference Book | Central Library, IIT Bhubaneswar | Central Library, IIT Bhubaneswar | 330.015195 KEN/G (Browse shelf(Opens below)) | Available | 8626 |
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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