A
guide to econometrics
Kennedy, Peter E.
1943-2010
creator
autor
text
mau
2003
Fifth edition.
monographic
eng
xiii, 623 páginas : ilustraciones, gráficas ; 23 cm.
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.
general
Peter E. Kennedy.
Glosario : p. 544-549.
Incluye referencias bibliográficas (páginas 550-600) e índice.
Econometría
Análisis de regresión
Análisis de series de tiempo
330.015195 K351G1
9780262611831
026261183X
CO-BoUEC
221031
20221123120943.0