 A Guide to Econometrics, 6th Edition
ISBN: 978-1-4051-8258-4
Hardcover
600 pages
February 2008, Wiley-Blackwell
US $84.95
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Preface.
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
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
