A guide to econometrics / Peter E. Kennedy.

By: Kennedy, Peter E, 1943-2010 [autor]Material type: TextTextPublisher: Cambridge : The MIT Press, 2003Edition: Fifth editionDescription: xiii, 623 páginas : ilustraciones, gráficas ; 23 cmISBN: 9780262611831; 026261183XSubject(s): Econometría | Análisis de regresión | Análisis de series de tiempoDDC classification: 330.015195
Contents:
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 dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics – Forecasting -- Robust estimation -- Applied econometrics.
List(s) this item appears in: Economía
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Colección General 330.015195 K351G1 2003 (Browse shelf(Opens below)) Ej. 1 Available (Acceso Disponible) 39983002293056

Glosario : p. 544-549.

Incluye referencias bibliográficas (páginas 550-600) e índice.

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 dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics – Forecasting -- Robust estimation -- Applied econometrics.

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