A guide to econometrics:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Malden, Mass. [u.a.]
Blackwell
2006
|
Ausgabe: | 5. ed., [repr.] |
Schlagworte: | |
Online-Zugang: | Klappentext Inhaltsverzeichnis |
Beschreibung: | XIII, 623 S. graph. Darst. |
ISBN: | 1405115025 9781405115025 1405115017 9781405115018 |
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adam_text | Ä
students throughout the world. It provides an overview of the subject and an intuitive
feel for its concepts and techniques without the notation and technical detail that
characterize most econometrics textbooks.
The fifth edition has two major additions, a chapter on panel data and an innovative
chapter on applied econometrics. Existing chapters have been revised and updated
extensively, particularly the specification chapter (to coordinate with the applied
econometrics chapter), the qualitative dependent variables chapter (to better explain the
difference between multinomial and conditional Iogit}, the limited dependent variables
chapter (to provide a better interpretation of Tobit estimation), and the time series-
chapter (to incorporate the vector atitoregression discussion from the simultaneous
equations chapter and to explain more fully estimation of vector error correction models),
Several new exercises have
bootstrapping and on applied econometrics.
PETER KENNEDY is Professor of Economics at
In addition to
Understanding
International
Economic Bulletin.
CONTENTS
Preface
Dedication
1 Introduction I
1.1 What is Econometrics? I
1.2
1.3
1.4
General Notes
Technical Notes
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.1
General Notes
Technical Notes
3
3.1
3.2
3.3
VÍ
General Notes
Technical Notes
4
4.1
4.2
4.3
4.4
4.5
4.6
General Notes
Technical Notes
5
5.1
5.2
5.3
5.4
5.5
General Notes
Technical Notes
6
Regressors, Nonlinearities, and
Parameter Inconstancy
6.1
6.2
6.3
6.4
General Notes 1
Technical Notes
7
Nonzero Expected Disturbance
General Notes
8
Nonspherical Disturbances
8.1
8.2
8.3
8.4
General Notes
Technical Notes
CONTENTS
9
Measurement Errors and
9.1
9.2
9.3
9.4 Autoregression 163
General Notes
Technical Notes
10
Simultaneous Equations
10.
10.2
10.3
10.4
General Notes
Technical Notes
I I Violating Assumption Five:
Multicollinearity
11.1
11.2
11.3
I
General Notes
Technical Notes
12
12.1
12.2
12.3
12.4
12.5
General Notes
Technical Notes
13
13.1
13.2
13.3
I
General Notes
Technical Notes
VÜi CONTENTS
14
14.1
14.2 Interpretation 249
14.3
14.4
14.5
General Notes
Technical Notes
15
15.1
15.2
15.3
1
General Notes
Technical Notes
16
16.1
16.2
16.3
16.4
General Notes
Technical Notes
17
17.1
17.2
17.3
17.4
17.5
General Notes
Technical Notes
18
18.1
18.2
18.3
18.4
18.5
18.6
General Notes
Technical Notes
CONTENTS
19
19.1
19.2
19.3
19.4
General Notes
Technical Notes
20
20.1
20.2
20.3
20.4
General Notes
Technical Notes
21
389
390
397
402
404
405
416
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
21
.1
Introduction
21
.2
The Ten Commandments of Applied
Econometrics
21
.3
Getting the Wrong Sign
21
.4
Common Mistakes
21
.5
What Do Practitioners Need to Know?
General Notes
Technical Notes
|
adam_txt |
Ä
students throughout the world. It provides an overview of the subject and an intuitive
feel for its concepts and techniques without the notation and technical detail that
characterize most econometrics textbooks.
The fifth edition has two major additions, a chapter on panel data and an innovative
chapter on applied econometrics. Existing chapters have been revised and updated
extensively, particularly the specification chapter (to coordinate with the applied
econometrics chapter), the qualitative dependent variables chapter (to better explain the
difference between multinomial and conditional Iogit}, the limited dependent variables
chapter (to provide a better interpretation of Tobit estimation), and the time series-
chapter (to incorporate the vector atitoregression discussion from the simultaneous
equations chapter and to explain more fully estimation of vector error correction models),
Several new exercises have
bootstrapping and on applied econometrics.
PETER KENNEDY is Professor of Economics at
In addition to
Understanding
International
Economic Bulletin.
CONTENTS
Preface
Dedication
1 Introduction I
1.1 What is Econometrics? I
1.2
1.3
1.4
General Notes
Technical Notes
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.1
General Notes
Technical Notes
3
3.1
3.2
3.3
VÍ
General Notes
Technical Notes
4
4.1
4.2
4.3
4.4
4.5
4.6
General Notes
Technical Notes
5
5.1
5.2
5.3
5.4
5.5
General Notes
Technical Notes
6
Regressors, Nonlinearities, and
Parameter Inconstancy
6.1
6.2
6.3
6.4
General Notes 1
Technical Notes
7
Nonzero Expected Disturbance
General Notes
8
Nonspherical Disturbances
8.1
8.2
8.3
8.4
General Notes
Technical Notes
CONTENTS
9
Measurement Errors and
9.1
9.2
9.3
9.4 Autoregression 163
General Notes
Technical Notes
10
Simultaneous Equations
10.
10.2
10.3
10.4
General Notes
Technical Notes
I I Violating Assumption Five:
Multicollinearity
11.1
11.2
11.3
I
General Notes
Technical Notes
12
12.1
12.2
12.3
12.4
12.5
General Notes
Technical Notes
13
13.1
13.2
13.3
I
General Notes
Technical Notes
VÜi CONTENTS
14
14.1
14.2 Interpretation 249
14.3
14.4
14.5
General Notes
Technical Notes
15
15.1
15.2
15.3
1
General Notes
Technical Notes
16
16.1
16.2
16.3
16.4
General Notes
Technical Notes
17
17.1
17.2
17.3
17.4
17.5
General Notes
Technical Notes
18
18.1
18.2
18.3
18.4
18.5
18.6
General Notes
Technical Notes
CONTENTS
19
19.1
19.2
19.3
19.4
General Notes
Technical Notes
20
20.1
20.2
20.3
20.4
General Notes
Technical Notes
21
389
390
397
402
404
405
416
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
21
.1
Introduction
21
.2
The Ten Commandments of Applied
Econometrics
21
.3
Getting the Wrong Sign
21
.4
Common Mistakes
21
.5
What Do Practitioners Need to Know?
General Notes
Technical Notes |
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index_date | 2024-07-02T16:32:03Z |
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spelling | Kennedy, Peter 1943-2010 Verfasser (DE-588)124989586 aut A guide to econometrics Peter Kennedy 5. ed., [repr.] Malden, Mass. [u.a.] Blackwell 2006 XIII, 623 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Statistischer Test (DE-588)4077852-6 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Regressionsanalyse (DE-588)4129903-6 s 1\p DE-604 Ökonometrisches Modell (DE-588)4043212-9 s 2\p DE-604 Statistischer Test (DE-588)4077852-6 s 3\p DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015440205&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015440205&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Kennedy, Peter 1943-2010 A guide to econometrics Statistischer Test (DE-588)4077852-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
subject_GND | (DE-588)4077852-6 (DE-588)4043212-9 (DE-588)4129903-6 (DE-588)4132280-0 (DE-588)4123623-3 |
title | A guide to econometrics |
title_auth | A guide to econometrics |
title_exact_search | A guide to econometrics |
title_exact_search_txtP | A guide to econometrics |
title_full | A guide to econometrics Peter Kennedy |
title_fullStr | A guide to econometrics Peter Kennedy |
title_full_unstemmed | A guide to econometrics Peter Kennedy |
title_short | A guide to econometrics |
title_sort | a guide to econometrics |
topic | Statistischer Test (DE-588)4077852-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
topic_facet | Statistischer Test Ökonometrisches Modell Regressionsanalyse Ökonometrie Lehrbuch |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015440205&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015440205&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT kennedypeter aguidetoeconometrics |