Kennedy, Peter, <br/><br/>
A guide to econometrics  
Peter Kennedy. 
 - 5th ed. 
 - Malden, MA :  Blackwell Publishing Ltd,  2003. 
 - xiii, 623 p. :  ill. ;  23 cm. 
<br/><br/>Includes bibliographical references (p. [550]-600) and indexes. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>1405115017   NA 1405115025   NA 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Applied econometrics.<br/>Robust estimation<br/>Criteria for estimation
<br/><br/><label>Dewey Class. No.: </label>330.015195 KEN