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9781405182577

A Guide to Econometrics

Kennedy, Peter Author

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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.


  • Explains what is going on in textbooks full of proofs and formulas
  • Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts)
  • Contains new chapters that cover instrumental variables and computational considerations
  • Includes additional information on GMM, nonparametrics, and an introduction to wavelets

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From the Back Cover:

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 (dos 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.

About the Author:

Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and Economics Bulletin.

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Kennedy, Peter Author
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Book Description John Wiley and Sons Ltd, United Kingdom, 2008. Paperback. Book Condition: New. 6th Revised edition. 244 x 188 mm. Language: English Brand New Book. 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. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets. Bookseller Inventory # AAZ9781405182577

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Kennedy, Peter Author
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Book Description John Wiley and Sons Ltd, United Kingdom, 2008. Paperback. Book Condition: New. 6th Revised edition. 244 x 188 mm. Language: English Brand New Book. 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. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets. Bookseller Inventory # AAZ9781405182577

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Book Description Wiley-Blackwell, 2008. Paperback. Book Condition: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Bookseller Inventory # V9781405182577

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Book Description Wiley-Blackwell, 2008. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: 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. Bookseller Inventory # ABE_book_new_1405182571

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Book Description 2008. Paperback. Book Condition: New. 6th. 188mm x 30mm x 246mm. Paperback. 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.Explains what is goi.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 585 pages. 1.270. Bookseller Inventory # 9781405182577

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