A guide to econometrics / Peter Kennedy

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 : 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

著者

Kennedy, Peter, 1943-

出版社

Blackwell Pub.

発売日

2008年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9781405182577

発売済み