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A guide to econometrics Peter Kennedy.

By: Material type: TextTextPublication details: Malden, MA : Blackwell Publishing Ltd, 2003.Edition: 5th edDescription: xiii, 623 p. : ill. ; 23 cmISBN:
  • 1405115017
  • 1405115025
Subject(s): DDC classification:
  • 330.015195 KEN
Online resources:
Contents:
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- 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 dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
Book Mzumbe University Main Campus Library 330.015195 KEN (Browse shelf(Opens below)) 1 Available 0006890
Total holds: 0

Includes bibliographical references (p. [550]-600) and indexes.

Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- 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 dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics.

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