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9781405182577

A Guide to Econometrics

Kennedy, Peter

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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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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 # AAH9781405182577

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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 # AAH9781405182577

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Book Description Book Condition: New. Publisher/Verlag: Wiley & Sons | 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. 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 | Preface. Dedication. 1. Introduction. 1.1 What is Econometrics? 1.2 The Disturbance Term. 1.3 Estimates and Estimators. 1.4 Good and Preferred Estimators. General Notes. Technical Notes. 2. Criteria for Estimators. 2.1 Introduction. 2.2 Computational Cost. 2.3 Least Squares. 2.4 Highest R2. 2.5 Unbiasedness. 2.6 Efficiency. 2.7 Mean Square Error (MSE). 2.8 Asymptotic Properties. 2.9 Maximum Likelihood. 2.10 Monte Carlo Studies. 2.11 Adding Up. General Notes. Technical Notes. 3. The Classical Linear Regression Model. 3.1 Textbooks as Catalogs. 3.2 The Five Assumptions. 3.3 The OLS Estimator in the CLR Model. General Notes. Technical Notes. 4. Interval Estimation and Hypothesis Testing. 4.1 Introduction. 4.2 Testing a Single Hypothesis: the t Test. 4.3 Testing a Joint Hypothesis: the F Test. 4.4 Interval Estimation for a Parameter Vector. 4.5 LR, W, and LM Statistics. 4.6 Bootstrapping. General Notes. Technical Notes. 5. Specification. 5.1 Introduction. 5.2 Three Methodologies. 5.3 General Principles for Specification. 5.4 Misspecification Tests/Diagnostics. 5.5 R2 Again. General Notes. Technical Notes. 6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy. 6.1 Introduction. 6.2 Incorrect Set of Independent Variables. 6.3 Nonlinearity. 6.4 Changing Parameter Values. General Notes. Technical Notes. 7. Violating Assumption Two: Nonzero Expected Disturbance . General Notes. 8. Violating Assumption Three: Nonspherical Disturbances . 8.1 Introduction. 8.2 Consequences of Violation. 8.3 Heteroskedasticity. 8.4 Autocorrelated Disturbances. 8.5 Generalized Method of Moments. General Notes. Technical Notes. 9. Violating Assumption Four: Instrumental Variable Estimation . 9.1 Introduction. 9.2 The IV Estimator. 9.3 IV Issues. General Notes. Technical Notes. 10. Violating Assumption Four: Measurement Errors and Autoregression . 10.1 Errors in Variables. 10.2 Autoregression. General Notes. Technical Notes. 11. Violating Assumption Four: Simultaneous Equations . 11.1 Introduction. 11.2 Identification. 11.3 Single-equation Methods. 11.4 Systems Methods. General Notes. Technical Notes. 12. Violating Assumption Five: Multicollinearity. 12.1 Introduction. 12.2 Consequences. 12.3 Detecting Multicollinearity. 12.4 What to Do. General Notes. Technical Notes. 13. Incorporating Extraneous Information. 13.1 Introduction. 13.2 Exact Restrictions. 13.3 Stochastic Restrictions. 13.4 Pre-test Estimators. 13.5 Extraneous Information and MSE. General Notes. Technical Notes. 14. The Bayesian Approach . 14.1 Introduction. 14.2 What Is a Bayesian Analysis? 14.3 Advantages of the Bayesian Approach. 14.4 Overcoming Practitioners' Complaints. General Notes. Technical Notes. 15. Dummy Variables. 15.1 Introduction. 15.2 Interpretation. 15.3 Adding Another Qualitative Variable. 15.4 Interacting with Quantitative Variables. 15.5 Observation-specific Dummies. General Notes. Technical Notes. 16. Qualitative Dependent Variables . 16.1 Dichotomous Dependent Variables. 16.2 Polychotomous Dependent Variables. 16.3 Ordered Logit/Probit. 16.4 Count Data. General Notes. Technical Notes. 17. Limited Dependent Variables . 17.1 Introduction. 17.2 The Tobit Model. Bookseller Inventory # K9781405182577

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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 John Wiley and Sons Ltd. Paperback. Book Condition: new. BRAND NEW, A Guide to Econometrics (6th Revised edition), Peter Kennedy, 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 # B9781405182577

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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 33mm x 244mm. 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. 1.043. Bookseller Inventory # 9781405182577

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