MARC record from Internet Archive

LEADER: 02185cam a2200313 a 4500
001 5003610
005 20221109204746.0
008 021217t20032003maua b 001 0 eng
010 $a 2002045179
020 $a0262112809 (hbk. : alk. paper)
020 $a026261183X (pbk. : alk. paper)
035 $a(OCoLC)ocm51264701
035 $a(NNC)5003610
035 $a5003610
040 $aDLC$cDLC$dOrLoB-B
050 00 $aHB139$b.K45 2003
082 00 $a330/.01/5195$221
100 1 $aKennedy, Peter,$d1943-2010.$0http://id.loc.gov/authorities/names/n79054235
245 12 $aA guide to econometrics /$cPeter Kennedy.
250 $a5th ed.
260 $aCambridge, Mass. :$bMIT Press,$c[2003], ©2003.
300 $axiii, 623 pages :$billustrations ;$c23 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. [550]-600) and index.
505 00 $g1.$tIntroduction -- $g2.$tCriteria for Estimators -- $g3.$tThe Classical Linear Regression Model -- $g4.$tInterval Estimation and Hypothesis Testing -- $g5.$tSpecification -- $g6.$tViolating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy -- $g7.$tViolating Assumption Two: Nonzero Expected Disturbance -- $g8.$tViolating Assumption Three: Nonspherical Disturbances -- $g9.$tViolating Assumption Four: Measurement Errors and Autoregression -- $g10.$tViolating Assumption Four: Simultaneous Equations -- $g11.$tViolating Assumption Five: Multicollinearity -- $g12.$tIncorporating Extraneous Information -- $g13.$tThe Bayesian Approach -- $g14.$tDummy Variables -- $g15.$tQualitative Dependent Variables -- $g16.$tLimited Dependent Variables -- $g17.$tPanel Data -- $g18.$tTime Series Econometrics -- $g19.$tForecasting -- $g20.$tRobust Estimation -- $g21.$tApplied Economectrics -- $gApp. A.$tSampling Distributions, the Foundation of Statistics -- $gApp. B.$tAll about Variance -- $gApp. C.$tA Primer on Asymptotics -- $gApp. D.$tExercises -- $gApp. E.$tAnswers to Even-numbered Questions.
650 0 $aEconometrics.$0http://id.loc.gov/authorities/subjects/sh85040763
852 0 $bleh$hHB139$i.K45 2003
852 00 $boff,bus$hHB139$i.K45 2003