A GUIDE TO ECONOMETRICS 5TH EDITION

Le Monde En Tique

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Ouvrage 9781405115025 : A GUIDE TO ECONOMETRICS 5TH EDITION
Table of Contents:
Prefacexi Dedicationxv 1Introduction1 2Criteria for Estimators11 3The Classical Linear Regression Model47 4Interval Estimation and Hypothesis Testing60 5Specification81 6Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy107 7Violating Assumption Two: Nonzero Expected Disturbance129 8Violating Assumption Three: Nonspherical Disturbances133 9Violating Assumption Four: Measurement Errors and Autoregression157 10Violating Assumption Four: Simultaneous Equations180 11Violating Assumption Five: Multicollinearity205 12Incorporating Extraneous Information218 13The Bayesian Approach230 14Dummy Variables248 15Qualitative Dependent Variables259 16Limited Dependent Variables281 17Panel Data301 18Time Series Econometrics319 19Forecasting358 20Robust Estimation372 21Applied Econometrics389 Appendix A: Sampling Distributions, the Foundation of Statistics418 Appendix B: All about Variance423 Appendix C: A Primer on Asymptotics429 Appendix D: Exercises436 Appendix E: Answers to Even-numbered Questions516 Glossary544 Bibliography550 Name Index601 Subject Index

Auteur : KENNEDY
Editeur : BLACKWELL PUBLISHING
Nombre de pages : 500
Date de publication : 09 2003

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