Holdings: A guide to econometrics

A guide to econometrics:

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Bibliographic Details
Main Author:	Kennedy, Peter 1943-2010 (Author)
Format:	Book
Language:	English
Published:	Malden, Mass. [u.a.] Blackwell 2008
Edition:	6. ed.
Subjects:	Ökonometrie Lehrbuch
Online Access:	Inhaltsverzeichnis Inhaltsverzeichnis
Item Description:	Includes bibliographical references and index
Physical Description:	XII, 585 S. graph. Darst.
ISBN:	9781405182584 9781405182577 140518258X 1405182571

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MARC


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Record in the Search Index

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adam_text	CONTENTS PREFACE DEDICATION 1 INTRODUCTION 1.1 1.2 1.3 1.4 WHAT IS ECONOMETRICS? THE DISTURBANCE TERM ESTIMATES AND ESTIMATORS GOOD AND PREFERRED ESTIMATORS GENERAL NOTES TECHNICAL NOTES 2 CRITERIA FOR ESTIMATORS 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 1 11 INTRODUCTION COMPUTATIONAL COST LEAST SQUARES HIGHEST R 2 UNBIASEDNESS EFFICIENCY MEAN SQUARE ERROR ASYMPTOTIC PROPERTIES MAXIMUM LIKELIHOOD MONTE CARLO STUDIES ADDING UP GENERAL NOTES TECHNICAL NOTES X XII 1 1 2 4 5 6 10 11 11 11 12 13 14 16 17 18 21 22 25 26 32 THE CLASSICAL LINEAR REGRESSION MODEL 40 3.1 TEXTBOOKS AS CATALOGS 40 3.2 THE FIVE ASSUMPTIONS 41 VI CONTENTS 3.3 THE OLS ESTIMATOR IN THE CLR MODEL 43 GENERAL NOTES 44 TECHNICAL NOTES 47 4 INTERVAL ESTIMATION AND HYPOTHESIS TESTING 51 4.1 INTRODUCTION 51 4.2 TESTING A SINGLE HYPOTHESIS: THE T TEST 51 4.3 TESTING A JOINT HYPOTHESIS: THE F TEST 52 4.4 INTERVAL ESTIMATION FOR A PARAMETER VECTOR 54 4.5 LR, W, AND LM STATISTICS 56 4.6 BOOTSTRAPPING 58 GENERAL NOTES 59 TECHNICAL NOTES 67 5 SPECIFICATION 71 5.1 INTRODUCTION 71 5.2 THREE METHODOLOGIES 72 5.3 GENERAL PRINCIPLES FOR SPECIFICATION 75 5.4 MISSPECIFICATION TESTS/DIAGNOSTICS 76 5.5 R 2 AGAIN 19 GENERAL NOTES 81 TECHNICAL NOTES 89 6 VIOLATING ASSUMPTION ONE: WRONG REGRESSORS, NONLINEARITIES, AND PARAMETER INCONSTANCY 93 6.1 INTRODUCTION 93 6.2 INCORRECT SET OF INDEPENDENT VARIABLES 93 6.3 NONLINEARITY 95 6.4 CHANGING PARAMETER VALUES 97 GENERAL NOTES 100 TECHNICAL NOTES 106 7 VIOLATING ASSUMPTION TWO: NONZERO EXPECTED DISTURBANCE 109 GENERAL NOTES 1 1 1 8 VIOLATING ASSUMPTION THREE: NONSPHERICAL DISTURBANCES 112 8.1 INTRODUCTION * 112 8.2 CONSEQUENCES OF VIOLATION 113 8.3 HETEROSKEDASTICITY 115 8.4 AUTOCORRELATED DISTURBANCES 118 8.5 GENERALIZED METHOD OF MOMENTS 122 GENERAL NOTES 123 TECHNICAL NOTES 129 9 VIOLATING ASSUMPTION FOUR: INSTRUMENTAL VARIABLE ESTIMATION 137 9.1 INTRODUCTION 137 9.2 THE IV ESTIMATOR 141 9.3 IV ISSUES 144 CONTENTS VII GENERAL NOTES 146 TECHNICAL NOTES 151 10 VIOLATING ASSUMPTION FOUR: MEASUREMENT ERRORS AND AUTOREGRESSION 157 10.1 ERRORS IN VARIABLES 157 10.2 AUTOREGRESSION 160 GENERAL NOTES 163 TECHNICAL NOTES 167 11 VIOLATING ASSUMPTION FOUR: SIMULTANEOUS EQUATIONS 171 11.1 INTRODUCTION 171 11.2 IDENTIFICATION 173 11.3 SINGLE-EQUATION METHODS 176 11.4 SYSTEMS METHODS 180 GENERAL NOTES 181 TECHNICAL NOTES 186 12 VIOLATING ASSUMPTION FIVE: MULTICOLLINEARITY 192 12.1 INTRODUCTION 192 12.2 CONSEQUENCES 193 12.3 DETECTING MULTICOLLINEARITY 194 12.4 WHAT TO DO 196 GENERAL NOTES 198 TECHNICAL NOTES 202 13 INCORPORATING EXTRANEOUS INFORMATION 203 13.1 INTRODUCTION 203 13.2 EXACT RESTRICTIONS 203 13.3 STOCHASTIC RESTRICTIONS , 204 13.4 PRE-TEST ESTIMATORS 204 13.5 EXTRANEOUS INFORMATION AND MSE 206 GENERAL NOTES 207 TECHNICAL NOTES 211 14 THE BAYESIAN APPROACH 213 14.1 INTRODUCTION 213 14.2 WHAT IS A BAYESIAN ANALYSIS? 213 14.3 ADVANTAGES OF THE BAYESIAN APPROACH 216 14.4 OVERCOMING PRACTITIONERS COMPLAINTS 217 GENERAL NOTES 220 TECHNICAL NOTES - 226 15 DUMMY VARIABLES 232 15.1 INTRODUCTION 232 15.2 INTERPRETATION 233 15.3 ADDING ANOTHER QUALITATIVE VARIABLE * 234 15.4 INTERACTING WITH QUANTITATIVE VARIABLES 235 VIII CONTENTS 15.5 OBSERVATION-SPECIFIC DUMMIES 236 GENERAL NOTES 237 TECHNICAL NOTES 240 16 QUALITATIVE DEPENDENT VARIABLES 241 16.1 DICHOTOMOUS DEPENDENT VARIABLES 241 16.2 POLYCHOTOMOUS DEPENDENT VARIABLES 244 16.3 ORDERED LOGIT/PROBIT 245 16.4 COUNT DATA 246 GENERAL NOTES 246 TECHNICAL NOTES 254 17 LIMITED DEPENDENT VARIABLES 262 17.1 INTRODUCTION 262 17.2 THE TOBIT MODEL 263 17.3 SAMPLE SELECTION 265 17.4 DURATION MODELS 267 GENERAL NOTES 269 TECHNICAL NOTES 273 18 PANEL DATA 281 18.1 INTRODUCTION , 281 18.2 ALLOWING FOR DIFFERENT INTERCEPTS 282 18.3 FIXED VERSUS RANDOM EFFECTS 284 18.4 SHORT RUN VERSUS LONG RUN 286 18.5 LONG, NARROW PANELS 287 GENERAL NOTES 288 TECHNICAL NOTES 292 19 TIME SERIES ECONOMETRICS 296 19.1 INTRODUCTION 296 19.2 ARIMA MODELS 297 19.3 VARS 298 19.4 ERROR CORRECTION MODELS 299 19.5 TESTING FOR UNIT ROOTS 301 19.6 COINTEGRATION 302 GENERAL NOTES 304 TECHNICAL NOTES 314 20 FORECASTING 331 20.1 INTRODUCTION 331 20.2 CAUSAL FORECASTING/ECONOMETRIC MODELS 332 20.3 TIME SERIES ANALYSIS 333 20.4 FORECASTING ACCURACY 334 GENERAL NOTES 335 TECHNICAL NOTES 342 CONTENTS IX 21 ROBUST ESTIMATION 345 21.1 INTRODUCTION 345 21.2 OUTLIERS AND INFLUENTIAL OBSERVATIONS 346 21.3 GUARDING AGAINST INFLUENTIAL OBSERVATIONS 347 21.4 ARTIFICIAL NEURAL NETWORKS 349 21.5 NONPARAMETRIC ESTIMATION 350 GENERAL NOTES 352 TECHNICAL NOTES 356 22 APPLIED ECONOMETRICS 361 22.1 INTRODUCTION 361 22.2 THE TEN COMMANDMENTS OF APPLIED ECONOMETRICS 362 22.3 GETTING THE WRONG SIGN 368 22.4 COMMON MISTAKES 372 22.5 WHAT DO PRACTITIONERS NEED TO KNOW? 373 GENERAL NOTES 374 TECHNICAL NOTES 383 23 COMPUTATIONAL CONSIDERATIONS 385 23.1 INTRODUCTION * 385 23.2 OPTIMIZING VIA A COMPUTER SEARCH 386 23.3 ESTIMATING INTEGRALS VIA SIMULATION 388 23.4 DRAWING OBSERVATIONS FROM AWKWARD DISTRIBUTIONS 390 GENERAL NOTES 392 TECHNICAL NOTES 397 APPENDIX A: SAMPLING DISTRIBUTIONS, THE FOUNDATION OF STATISTICS 403 APPENDIX B: ALL ABOUT VARIANCE 407 APPENDIX C: A PRIMER ON ASYMPTOTICS 412 APPENDIX D: EXERCISES 417 APPENDIX E: ANSWERS TO EVEN-NUMBERED QUESTIONS 479 GLOSSARY 503 BIBLIOGRAPHY 511 NAME INDEX 563 SUBJECT INDEX 573
adam_txt	CONTENTS PREFACE DEDICATION 1 INTRODUCTION 1.1 1.2 1.3 1.4 WHAT IS ECONOMETRICS? THE DISTURBANCE TERM ESTIMATES AND ESTIMATORS GOOD AND PREFERRED ESTIMATORS GENERAL NOTES TECHNICAL NOTES 2 CRITERIA FOR ESTIMATORS 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 1 11 INTRODUCTION COMPUTATIONAL COST LEAST SQUARES HIGHEST R 2 UNBIASEDNESS EFFICIENCY MEAN SQUARE ERROR ASYMPTOTIC PROPERTIES MAXIMUM LIKELIHOOD MONTE CARLO STUDIES ADDING UP GENERAL NOTES TECHNICAL NOTES X XII 1 1 2 4 5 6 10 11 11 11 12 13 14 16 17 18 21 22 25 26 32 THE CLASSICAL LINEAR REGRESSION MODEL \ 40 3.1 TEXTBOOKS AS CATALOGS 40 3.2 THE FIVE ASSUMPTIONS 41 VI CONTENTS 3.3 THE OLS ESTIMATOR IN THE CLR MODEL 43 GENERAL NOTES 44 TECHNICAL NOTES 47 4 INTERVAL ESTIMATION AND HYPOTHESIS TESTING 51 4.1 INTRODUCTION 51 4.2 TESTING A SINGLE HYPOTHESIS: THE T TEST 51 4.3 TESTING A JOINT HYPOTHESIS: THE F TEST 52 4.4 INTERVAL ESTIMATION FOR A PARAMETER VECTOR 54 4.5 LR, W, AND LM STATISTICS 56 4.6 BOOTSTRAPPING 58 GENERAL NOTES 59 TECHNICAL NOTES 67 5 SPECIFICATION 71 5.1 INTRODUCTION 71 5.2 THREE METHODOLOGIES ' 72 5.3 GENERAL PRINCIPLES FOR SPECIFICATION 75 5.4 MISSPECIFICATION TESTS/DIAGNOSTICS 76 5.5 R 2 AGAIN 19 GENERAL NOTES 81 TECHNICAL NOTES ' 89 6 VIOLATING ASSUMPTION ONE: WRONG REGRESSORS, NONLINEARITIES, AND PARAMETER INCONSTANCY 93 6.1 INTRODUCTION 93 6.2 INCORRECT SET OF INDEPENDENT VARIABLES 93 6.3 NONLINEARITY 95 6.4 CHANGING PARAMETER VALUES 97 GENERAL NOTES 100 TECHNICAL NOTES 106 7 VIOLATING ASSUMPTION TWO: NONZERO EXPECTED DISTURBANCE 109 GENERAL NOTES 1 1 1 8 VIOLATING ASSUMPTION THREE: NONSPHERICAL DISTURBANCES 112 8.1 INTRODUCTION * 112 8.2 CONSEQUENCES OF VIOLATION 113 8.3 HETEROSKEDASTICITY 115 8.4 AUTOCORRELATED DISTURBANCES 118 8.5 GENERALIZED METHOD OF MOMENTS 122 GENERAL NOTES 123 TECHNICAL NOTES 129 9 VIOLATING ASSUMPTION FOUR: INSTRUMENTAL VARIABLE ESTIMATION 137 9.1 INTRODUCTION 137 9.2 THE IV ESTIMATOR 141 9.3 IV ISSUES 144 CONTENTS VII GENERAL NOTES 146 TECHNICAL NOTES 151 10 VIOLATING ASSUMPTION FOUR: MEASUREMENT ERRORS AND AUTOREGRESSION 157 10.1 ERRORS IN VARIABLES 157 10.2 AUTOREGRESSION 160 GENERAL NOTES 163 TECHNICAL NOTES 167 11 VIOLATING ASSUMPTION FOUR: SIMULTANEOUS EQUATIONS 171 11.1 INTRODUCTION 171 11.2 IDENTIFICATION 173 11.3 SINGLE-EQUATION METHODS 176 11.4 SYSTEMS METHODS 180 GENERAL NOTES 181 TECHNICAL NOTES 186 12 VIOLATING ASSUMPTION FIVE: MULTICOLLINEARITY 192 12.1 INTRODUCTION 192 12.2 CONSEQUENCES 193 12.3 DETECTING MULTICOLLINEARITY 194 12.4 WHAT TO DO 196 GENERAL NOTES 198 TECHNICAL NOTES 202 13 INCORPORATING EXTRANEOUS INFORMATION 203 13.1 INTRODUCTION ' 203 13.2 EXACT RESTRICTIONS 203 13.3 STOCHASTIC RESTRICTIONS , 204 13.4 PRE-TEST ESTIMATORS 204 13.5 EXTRANEOUS INFORMATION AND MSE 206 GENERAL NOTES 207 TECHNICAL NOTES 211 14 THE BAYESIAN APPROACH 213 14.1 INTRODUCTION 213 14.2 WHAT IS A BAYESIAN ANALYSIS? 213 14.3 ADVANTAGES OF THE BAYESIAN APPROACH 216 14.4 OVERCOMING PRACTITIONERS' COMPLAINTS 217 GENERAL NOTES 220 TECHNICAL NOTES - 226 15 DUMMY VARIABLES 232 15.1 INTRODUCTION 232 15.2 INTERPRETATION \233 15.3 ADDING ANOTHER QUALITATIVE VARIABLE * 234 15.4 INTERACTING WITH QUANTITATIVE VARIABLES 235 VIII CONTENTS 15.5 OBSERVATION-SPECIFIC DUMMIES 236 GENERAL NOTES 237 TECHNICAL NOTES " 240 16 QUALITATIVE DEPENDENT VARIABLES 241 16.1 DICHOTOMOUS DEPENDENT VARIABLES 241 16.2 POLYCHOTOMOUS DEPENDENT VARIABLES 244 16.3 ORDERED LOGIT/PROBIT 245 16.4 COUNT DATA 246 GENERAL NOTES 246 TECHNICAL NOTES 254 17 LIMITED DEPENDENT VARIABLES 262 17.1 INTRODUCTION 262 17.2 THE TOBIT MODEL 263 17.3 SAMPLE SELECTION 265 17.4 DURATION MODELS ' 267 GENERAL NOTES 269 TECHNICAL NOTES 273 18 PANEL DATA 281 18.1 INTRODUCTION , 281 18.2 ALLOWING FOR DIFFERENT INTERCEPTS 282 18.3 FIXED VERSUS RANDOM EFFECTS 284 18.4 SHORT RUN VERSUS LONG RUN 286 18.5 LONG, NARROW PANELS 287 GENERAL NOTES 288 TECHNICAL NOTES 292 19 TIME SERIES ECONOMETRICS 296 19.1 INTRODUCTION 296 19.2 ARIMA MODELS 297 19.3 VARS 298 19.4 ERROR CORRECTION MODELS 299 19.5 TESTING FOR UNIT ROOTS 301 19.6 COINTEGRATION 302 GENERAL NOTES 304 TECHNICAL NOTES 314 20 FORECASTING 331 20.1 INTRODUCTION 331 20.2 CAUSAL FORECASTING/ECONOMETRIC MODELS 332 20.3 TIME SERIES ANALYSIS 333 20.4 FORECASTING ACCURACY 334 GENERAL NOTES 335 TECHNICAL NOTES 342 CONTENTS IX 21 ROBUST ESTIMATION 345 21.1 INTRODUCTION 345 21.2 OUTLIERS AND INFLUENTIAL OBSERVATIONS 346 21.3 GUARDING AGAINST INFLUENTIAL OBSERVATIONS 347 21.4 ARTIFICIAL NEURAL NETWORKS 349 21.5 NONPARAMETRIC ESTIMATION 350 GENERAL NOTES 352 TECHNICAL NOTES 356 22 APPLIED ECONOMETRICS 361 22.1 INTRODUCTION 361 22.2 THE TEN COMMANDMENTS OF APPLIED ECONOMETRICS 362 22.3 GETTING THE WRONG SIGN 368 22.4 COMMON MISTAKES 372 22.5 WHAT DO PRACTITIONERS NEED TO KNOW? 373 GENERAL NOTES 374 TECHNICAL NOTES 383 23 COMPUTATIONAL CONSIDERATIONS 385 23.1 INTRODUCTION * 385 23.2 OPTIMIZING VIA A COMPUTER SEARCH 386 23.3 ESTIMATING INTEGRALS VIA SIMULATION 388 23.4 DRAWING OBSERVATIONS FROM AWKWARD DISTRIBUTIONS 390 GENERAL NOTES 392 TECHNICAL NOTES 397 APPENDIX A: SAMPLING DISTRIBUTIONS, THE FOUNDATION OF STATISTICS 403 APPENDIX B: ALL ABOUT VARIANCE 407 APPENDIX C: A PRIMER ON ASYMPTOTICS 412 APPENDIX D: EXERCISES 417 APPENDIX E: ANSWERS TO EVEN-NUMBERED QUESTIONS 479 GLOSSARY 503 BIBLIOGRAPHY 511 NAME INDEX 563 SUBJECT INDEX 573
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title_fullStr	A guide to econometrics Peter Kennedy
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