A guide to econometrics

Başlık:

Yazar:

Kennedy, Peter, 1943-2010.

ISBN:

9780262111607

9780262610803

Ek Yazar:

Kennedy, Peter, 1943-2010.

Edition:

3rd ed.

Yayım Bilgisi:

Cambridge, Mass. : MIT Press, 1994.

Fiziksel Tanım:

xi, 410 pages : illustrations ; 24 cm

General Note:

"First MIT Press edition"--Title page verso.

Contents:

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: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative and limited dependent variables -- Time series econometrics -- Forecasting -- Robust estimation.

Konu Terimleri:

Ekonometri.

Econometrics.

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Library	Materyal Türü	Barkod	Yer Numarası	Durum
Searching... Pamukkale Merkez Kütüphanesi	Kitap	0104015	HB139 .K45 1994	Searching... Unknown

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As the wounds of the Civil War are just beginning to heal, one fateful summer would forever alter the course of a young girl’s life.

In 1868, on the barren shores of post-war Outer Banks North Carolina, the once wealthy Sinclair family moves for the summer to one of the first cottages on the ocean side of the resort village of Nags Head. Seventeen-year-old Abigail is beautiful, book-smart, but sheltered by her plantation life and hemmed-in by her emotionally distant family. To make good use of time, she is encouraged by her family to teach her father’s fishing guide, the good-natured but penniless Benjamin Whimble, how to read and write. And in a twist of fate unforeseen by anyone around them, there on the porch of the cottage, the two come to love each other deeply, and to understand each other in a way that no one else does.

But when, against everything he claims to represent, Ben becomes entangled in Abby's father's Ku Klux Klan work, the terrible tragedy and surprising revelations that one hot Outer Banks night brings forth threaten to tear them apart forever.

With vivid historical detail and stunning emotional resonance, Diann Ducharme recounts a dramatic story of love, loss, and coming of age at a singular and rapidly changing time in one of America’s most beautiful and storied communities.

From the Hardcover edition.

Reviews (1)

Choice Review

The exceptional success of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars. Now in its sixth edition, this guide brings practitioners and researchers up to date on the popular techniques in estimation. Texts in econometrics range from overly simplistic "do this and get that" to advanced mathematical proofs of the properties of estimators. Kennedy (Simon Fraser Univ.) succeeds in covering the ground where most researchers find themselves. His work allows one to quickly compare estimation procedures; places the procedure in the broader context; and provides references for advanced study. It holds a unique position among econometric texts. It is the book this reviewer consults first when considering an estimation procedure and the one looked to when interpreting estimates. The format of this edition is the same as the others, but the inclusion of a chapter on instrumental variable estimation is a welcome addition. The broad outline goes back at least to Arthur S. Goldberger's Econometric Theory (1964). Summing Up: Highly recommended. Upper-division undergraduate through professional collections. J. F. O'Connell emeritus, College of Holy Cross

Preface	p. xi
Dedication	p. xv
1 Introduction	p. 1
2 Criteria for Estimators	p. 11
3 The Classical Linear Regression Model	p. 47
4 Interval Estimation and Hypothesis Testing	p. 60
5 Specification	p. 81
6 Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy	p. 107
7 Violating Assumption Two: Nonzero Expected Disturbance	p. 129
8 Violating Assumption Three: Nonspherical Disturbances	p. 133
9 Violating Assumption Four: Measurement Errors and Autoregression	p. 157
10 Violating Assumption Four: Simultaneous Equations	p. 180
11 Violating Assumption Five: Multicollinearity	p. 205
12 Incorporating Extraneous Information	p. 218
13 The Bayesian Approach	p. 230
14 Dummy Variables	p. 248
15 Qualitative Dependent Variables	p. 259
16 Limited Dependent Variables	p. 281
17 Panel Data	p. 301
18 Time Series Econometrics	p. 319
19 Forecasting	p. 358
20 Robust Estimation	p. 372
21 Applied Econometrics	p. 389
Appendix A Sampling Distributions, the Foundation of Statistics	p. 418
Appendix B All about Variance	p. 423
Appendix C A Primer on Asymptotics	p. 429
Appendix D Exercises	p. 436
Appendix E Answers to Even-numbered Questions	p. 516
Glossary	p. 544
Bibliography	p. 550
Name Index	p. 601
Subject Index	p. 610

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