A guide to econometrics /
| Основен автор: | Kennedy, Peter, 1943- |
|---|---|
| Формат: | Книга |
| Език: | English |
| Публикувано: |
Cambridge, Mass. :
MIT Press,
c2003.
|
| Издание: | 5th ed. |
| Предмети: |
Съдържание:
- 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 : 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.