A Guide to Econometrics
6. Auflage April 2008
600 Seiten, Hardcover
Lehrbuch
Kurzbeschreibung
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy's A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (do's and don'ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.
Dedication.
1. Introduction.
2. Criteria for Estimators.
3. The Linear Regression Model.
4. Interval Estimation and Hypothesis Testing.
5. Specification.
6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy.
7. Violating Assumption Two: Nonzero Expected Disturbance.
8. Violating Assumption Three: Nonspherical Disturbances.
9. Violating Assumption Four: Instrumental Variable Estimation.
10. Violating Assumption Five: Measurement Erros and Autoregression.
11. Violating Assumption Six: Simultaneous Equations.
12. Violating Assumption Seven: Multicollinearity.
13. Incorporating Extraneous Information.
14. The Bayesian Approach.
15. Dummy Variables.
16. Qualitative Dependent Variables.
17. Limited Dependent Variables.
18. Panel Data.
19. Time Series Econometrics.
20. Forecasting.
21. Robust Estimation.
22. Applied Econometrics.
23. Computational Considerations.
General Notes.
Technical Notes.
Appendix A: Sampling Distributions, the Foundation of Statistics.
Appendix B: All about Variance.
Appendix C: A Primer on Asymptotics.
Appendix D: Exercises.
Appendix E: Answers to Even-Numbered Questions.
Glossary.
Bibliography.
Name Index.
Subject Index
