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Bibliographic Details

Title: A Guide to Econometrics - 4th Edition
Publisher: Mit Pr
Publication Date: 1998
Language: English
ISBN 10: 0262611406
ISBN 13: 9780262611404
Binding: paperback
Edition: 4th Edition.
Condition: 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.

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