简介
Kennedy (economics, Simon Fraser U.) presents a revised reference text for undergraduate, masters, and Ph.D. students. Serving as a supplement to econometrics textbooks, it offers an overview of the subject and provides an intuitive feel for its concepts and techniques. The sixth edition has been updated and revised throughout to improve the explanation of numerous topics, and also features a new chapter on instrumental variable estimation and a new chapter on computational considerations. Annotation 漏2008 Book News, Inc., Portland, OR (booknews.com)
目录
Preface p. xi
Dedication p. xv
Introduction p. 1
Criteria for Estimators p. 11
The Classical Linear Regression Model p. 47
Interval Estimation and Hypothesis Testing p. 60
Specification p. 81
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy p. 107
Violating Assumption Two: Nonzero Expected Disturbance p. 129
Violating Assumption Three: Nonspherical Disturbances p. 133
Violating Assumption Four: Measurement Errors and Autoregression p. 157
Violating Assumption Four: Simultaneous Equations p. 180
Violating Assumption Five: Multicollinearity p. 205
Incorporating Extraneous Information p. 218
The Bayesian Approach p. 230
Dummy Variables p. 248
Qualitative Dependent Variables p. 259
Limited Dependent Variables p. 281
Panel Data p. 301
Time Series Econometrics p. 319
Forecasting p. 358
Robust Estimation p. 372
Applied Econometrics p. 389
Sampling Distributions, the Foundation of Statistics p. 418
All about Variance p. 423
A Primer on Asymptotics p. 429
Exercises p. 436
Answers to Even-numbered Questions p. 516
Glossary p. 544
Bibliography p. 550
Name Index p. 601
Subject Index p. 610
Dedication p. xv
Introduction p. 1
Criteria for Estimators p. 11
The Classical Linear Regression Model p. 47
Interval Estimation and Hypothesis Testing p. 60
Specification p. 81
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy p. 107
Violating Assumption Two: Nonzero Expected Disturbance p. 129
Violating Assumption Three: Nonspherical Disturbances p. 133
Violating Assumption Four: Measurement Errors and Autoregression p. 157
Violating Assumption Four: Simultaneous Equations p. 180
Violating Assumption Five: Multicollinearity p. 205
Incorporating Extraneous Information p. 218
The Bayesian Approach p. 230
Dummy Variables p. 248
Qualitative Dependent Variables p. 259
Limited Dependent Variables p. 281
Panel Data p. 301
Time Series Econometrics p. 319
Forecasting p. 358
Robust Estimation p. 372
Applied Econometrics p. 389
Sampling Distributions, the Foundation of Statistics p. 418
All about Variance p. 423
A Primer on Asymptotics p. 429
Exercises p. 436
Answers to Even-numbered Questions p. 516
Glossary p. 544
Bibliography p. 550
Name Index p. 601
Subject Index p. 610
A guide to econometrics / 5th ed.
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