A Guide to Econometrics - 4th Edition

Kennedy, Peter E.

ISBN 10: 0262611406 / ISBN 13: 9780262611404

Published by The MIT Press, 1998

About this Item

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Bibliographic Details

• Title: A Guide to Econometrics - 4th Edition
• Publisher: The MIT Press
• Publication Date: 1998
• Language: English
• ISBN 10: 0262611406
• ISBN 13: 9780262611404
• Binding: Paperback
• Edition: 4th Edition
• Condition: Very Good

About this title

Synopsis

A Guide to Econometrics has established itself as the first-choice text for teachers and 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 often characteristic of econometrics textbooks. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, time series analysis, and VARs. A new appendix and a new type of exercise underline the importance of the sampling distribution concept.

About the Author

Peter Kennedy is Professor of Economics at Simon Fraser University, British Columbia.