A guide to econometrics:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
MIT Press
2003
|
| Ausgabe: | 5. ed. |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010149184&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010149184&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Umfang: | XIII, 623 S. graph. Darst. |
| ISBN: | 0262112809 026261183X |
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Datensatz im Suchindex
| _version_ | 1819351704762580992 |
|---|---|
| adam_text |
Л
studeníš
feci
characterize most
The fifth edition has two major additions, a chapter on panel data and an innovative
chapter on applied econometrics. Jixisting chapters have been revised and updated
extensively, particularly the specification chapter (to coordinate with the applied
і
difference between multinomial and conditional logit). the limited dependent variables
chapter (to provide a better interpretation of To bit estimation), and the time series-
chapter (to incorporate the vector autoregression discussion from the simultaneous
equations chap
Scvcial new
boolsh appxng and on applied economed
і
PCI
I his
mosl
standard econometrics textbooks, which tend to be heavy on mathematics and technique,
and light on practical advice. I.
T H. Gindling. Department of Economics, University of Maryland. Baliunoie Cotnilij
I his has been an excellent book in the past and the revisions for the fifth edition include
some new subjects and bring the material up to dale The Icxt is clcai
shows ihe author s excellent understanding of the malei
insight and
ït>
A Guide
і
well as scholais engaged
%ň ÍS / * ,^
CONTENTS
xi
XV
I
I
З
4
5
б
IO
II
II
12
14
15
17
18
19
23
24
27
28
37
The Classical
3.1
3.2
3.3
Preface
Dedication
1
I.I
What is Econometrics?
1.2
The Disturbance Term
1.3
Estimates and Estimators
1.4
Good and Preferred Estimators
General Notes
Technical Notes
2
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
vi
CONTENTS
General Notes
52
Technical Notes
56
4
Interval Estimation and Hypothesis Testing
60
4.1
60
4.2
60
4.3
61
4.4
63
4.5
66
4.6
68
General Notes
70
Technical Notes
77
5
Specification
81
5.1
81
5.2
82
5.3
85
5.4
86
5.5
90
General Notes
92
Technical Notes
103
6
Violating Assumption One: Wrong
Regressors, Nonlinearities, and
Parameter Inconstancy
107
6.1
107
6.2
107
6.3
109
6.4
112
General Notes
114
Technical Notes
123
7
Violating Assumption Two:
Nonzero Expected Disturbance
129
General Notes
131
8
Violating Assumption Three:
Nonspherical Disturbances
133
8.1
133
8.2
134
8.3
136
8.4
139
General Notes
144
Technical Notes
151
CONTENTS
9
Measurement Errors and
9.1
9.2
9.3
9.4 Autoregression 163
General Notes
Technical Notes
10
Simultaneous Equations
1
10.2
10.3
10.4
General Notes
Technical Notes
I I Violating Assumption Five:
Multicollinearity
11.1
11.2
11.3
I
General Notes
Technical Notes
12
12.1
12.2
12.3
12.4
12.5
General Notes
Technical Notes
13
13.1
13.2
13.3
13.4
General Notes
Technical Notes
Viii CONTENTS
14
14.1
14.2 Interpretation 249
14.3
14.4
14.5
General Notes
Technical Notes
15
15.1
15.2
15.3
15.4
General Notes
Technical Notes
16
16.1
16.2
16.3
16.4
General Notes
Technical Notes
17
17.1
17.2
17.3
17.4
17.5
General Notes
Technical Notes
18
18.1
18.2
18.3
18.4
18.5
18.6
General Notes
Technical Notes
CONTENTS
19
19.1
19.2
19.3
19.4
General Notes
Technical Notes
20
20.1
20.2
20.3
20.4
General Notes
Technical Notes
21
21.1
21.2
Econometrics
21.3
21.4
21.5
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
|
| any_adam_object | 1 |
| author | Kennedy, Peter 1943-2010 |
| author_GND | (DE-588)124989586 |
| author_facet | Kennedy, Peter 1943-2010 |
| author_role | aut |
| author_sort | Kennedy, Peter 1943-2010 |
| author_variant | p k pk |
| building | Verbundindex |
| bvnumber | BV016409765 |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139.K45 2003 |
| callnumber-search | HB139.K45 2003 |
| callnumber-sort | HB 3139 K45 42003 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 300 QH 310 |
| classification_tum | WIR 017f |
| ctrlnum | (OCoLC)265120113 (DE-599)BVBBV016409765 |
| dewey-full | 330/.01/5195 330/.01/519521 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 330/.01/5195 21 |
| dewey-search | 330/.01/5195 330/.01/5195 21 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 5. ed. |
| format | Book |
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| genre_facet | Lehrbuch |
| id | DE-604.BV016409765 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T11:11:12Z |
| institution | BVB |
| isbn | 0262112809 026261183X |
| language | English |
| lccn | 2002045179 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010149184 |
| oclc_num | 265120113 |
| open_access_boolean | |
| owner | DE-703 DE-20 DE-384 DE-355 DE-BY-UBR DE-N2 DE-1047 DE-739 DE-521 DE-Re13 DE-BY-UBR DE-19 DE-BY-UBM DE-M382 DE-B170 |
| owner_facet | DE-703 DE-20 DE-384 DE-355 DE-BY-UBR DE-N2 DE-1047 DE-739 DE-521 DE-Re13 DE-BY-UBR DE-19 DE-BY-UBM DE-M382 DE-B170 |
| physical | XIII, 623 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | MIT Press |
| record_format | marc |
| spellingShingle | Kennedy, Peter 1943-2010 A guide to econometrics Econometria larpcal Econometrie gtt Économétrie Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Statistischer Test (DE-588)4077852-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4077852-6 (DE-588)4129903-6 (DE-588)4132280-0 (DE-588)4123623-3 |
| title | A guide to econometrics |
| title_auth | A guide to econometrics |
| title_exact_search | A guide to econometrics |
| title_full | A guide to econometrics Peter Kennedy |
| title_fullStr | A guide to econometrics Peter Kennedy |
| title_full_unstemmed | A guide to econometrics Peter Kennedy |
| title_short | A guide to econometrics |
| title_sort | a guide to econometrics |
| topic | Econometria larpcal Econometrie gtt Économétrie Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Statistischer Test (DE-588)4077852-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometria Econometrie Économétrie Econometrics Ökonometrisches Modell Statistischer Test Regressionsanalyse Ökonometrie Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010149184&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010149184&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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