A guide to econometrics:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Malden, Mass. [u.a.]
Blackwell
2008
|
| Ausgabe: | 6. ed. |
| Schlagwörter: | |
| Links: | http://swbplus.bsz-bw.de/bsz277267080inh.htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016855253&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Includes bibliographical references and index |
| Umfang: | XII, 585 S. graph. Darst. |
| ISBN: | 9781405182584 9781405182577 140518258X 1405182571 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV023535375 | ||
| 003 | DE-604 | ||
| 005 | 20090826 | ||
| 007 | t| | ||
| 008 | 080409s2008 xxud||| |||| 00||| eng d | ||
| 020 | |a 9781405182584 |c hardcover : alk. paper |9 978-1-4051-8258-4 | ||
| 020 | |a 9781405182577 |c pbk. : alk. paper |9 978-1-4051-8257-7 | ||
| 020 | |a 140518258X |9 1-4051-8258-X | ||
| 020 | |a 1405182571 |9 1-4051-8257-1 | ||
| 035 | |a (OCoLC)263457122 | ||
| 035 | |a (DE-599)BSZ277267080 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 | ||
| 082 | 0 | |a 330.015195 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 100 | 1 | |a Kennedy, Peter |d 1943-2010 |e Verfasser |0 (DE-588)124989586 |4 aut | |
| 245 | 1 | 0 | |a A guide to econometrics |c Peter Kennedy |
| 250 | |a 6. ed. | ||
| 264 | 1 | |a Malden, Mass. [u.a.] |b Blackwell |c 2008 | |
| 300 | |a XII, 585 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | |q text/html |u http://swbplus.bsz-bw.de/bsz277267080inh.htm |3 Inhaltsverzeichnis | |
| 856 | 4 | 2 | |m SWB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016855253&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016855253 | |
Datensatz im Suchindex
| _version_ | 1819297211973894144 |
|---|---|
| adam_text | CONTENTS PREFACE DEDICATION 1 INTRODUCTION 1.1 1.2 1.3 1.4 WHAT IS
ECONOMETRICS? THE DISTURBANCE TERM ESTIMATES AND ESTIMATORS GOOD AND
PREFERRED ESTIMATORS GENERAL NOTES TECHNICAL NOTES 2 CRITERIA FOR
ESTIMATORS 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 1 11 INTRODUCTION
COMPUTATIONAL COST LEAST SQUARES HIGHEST R 2 UNBIASEDNESS EFFICIENCY
MEAN SQUARE ERROR ASYMPTOTIC PROPERTIES MAXIMUM LIKELIHOOD MONTE CARLO
STUDIES ADDING UP GENERAL NOTES TECHNICAL NOTES X XII 1 1 2 4 5 6 10 11
11 11 12 13 14 16 17 18 21 22 25 26 32 THE CLASSICAL LINEAR REGRESSION
MODEL 40 3.1 TEXTBOOKS AS CATALOGS 40 3.2 THE FIVE ASSUMPTIONS 41 VI
CONTENTS 3.3 THE OLS ESTIMATOR IN THE CLR MODEL 43 GENERAL NOTES 44
TECHNICAL NOTES 47 4 INTERVAL ESTIMATION AND HYPOTHESIS TESTING 51 4.1
INTRODUCTION 51 4.2 TESTING A SINGLE HYPOTHESIS: THE T TEST 51 4.3
TESTING A JOINT HYPOTHESIS: THE F TEST 52 4.4 INTERVAL ESTIMATION FOR A
PARAMETER VECTOR 54 4.5 LR, W, AND LM STATISTICS 56 4.6 BOOTSTRAPPING 58
GENERAL NOTES 59 TECHNICAL NOTES 67 5 SPECIFICATION 71 5.1 INTRODUCTION
71 5.2 THREE METHODOLOGIES 72 5.3 GENERAL PRINCIPLES FOR SPECIFICATION
75 5.4 MISSPECIFICATION TESTS/DIAGNOSTICS 76 5.5 R 2 AGAIN 19 GENERAL
NOTES 81 TECHNICAL NOTES 89 6 VIOLATING ASSUMPTION ONE: WRONG
REGRESSORS, NONLINEARITIES, AND PARAMETER INCONSTANCY 93 6.1
INTRODUCTION 93 6.2 INCORRECT SET OF INDEPENDENT VARIABLES 93 6.3
NONLINEARITY 95 6.4 CHANGING PARAMETER VALUES 97 GENERAL NOTES 100
TECHNICAL NOTES 106 7 VIOLATING ASSUMPTION TWO: NONZERO EXPECTED
DISTURBANCE 109 GENERAL NOTES 1 1 1 8 VIOLATING ASSUMPTION THREE:
NONSPHERICAL DISTURBANCES 112 8.1 INTRODUCTION * 112 8.2 CONSEQUENCES OF
VIOLATION 113 8.3 HETEROSKEDASTICITY 115 8.4 AUTOCORRELATED DISTURBANCES
118 8.5 GENERALIZED METHOD OF MOMENTS 122 GENERAL NOTES 123 TECHNICAL
NOTES 129 9 VIOLATING ASSUMPTION FOUR: INSTRUMENTAL VARIABLE ESTIMATION
137 9.1 INTRODUCTION 137 9.2 THE IV ESTIMATOR 141 9.3 IV ISSUES 144
CONTENTS VII GENERAL NOTES 146 TECHNICAL NOTES 151 10 VIOLATING
ASSUMPTION FOUR: MEASUREMENT ERRORS AND AUTOREGRESSION 157 10.1 ERRORS
IN VARIABLES 157 10.2 AUTOREGRESSION 160 GENERAL NOTES 163 TECHNICAL
NOTES 167 11 VIOLATING ASSUMPTION FOUR: SIMULTANEOUS EQUATIONS 171 11.1
INTRODUCTION 171 11.2 IDENTIFICATION 173 11.3 SINGLE-EQUATION METHODS
176 11.4 SYSTEMS METHODS 180 GENERAL NOTES 181 TECHNICAL NOTES 186 12
VIOLATING ASSUMPTION FIVE: MULTICOLLINEARITY 192 12.1 INTRODUCTION 192
12.2 CONSEQUENCES 193 12.3 DETECTING MULTICOLLINEARITY 194 12.4 WHAT TO
DO 196 GENERAL NOTES 198 TECHNICAL NOTES 202 13 INCORPORATING EXTRANEOUS
INFORMATION 203 13.1 INTRODUCTION 203 13.2 EXACT RESTRICTIONS 203 13.3
STOCHASTIC RESTRICTIONS , 204 13.4 PRE-TEST ESTIMATORS 204 13.5
EXTRANEOUS INFORMATION AND MSE 206 GENERAL NOTES 207 TECHNICAL NOTES 211
14 THE BAYESIAN APPROACH 213 14.1 INTRODUCTION 213 14.2 WHAT IS A
BAYESIAN ANALYSIS? 213 14.3 ADVANTAGES OF THE BAYESIAN APPROACH 216 14.4
OVERCOMING PRACTITIONERS COMPLAINTS 217 GENERAL NOTES 220 TECHNICAL
NOTES - 226 15 DUMMY VARIABLES 232 15.1 INTRODUCTION 232 15.2
INTERPRETATION 233 15.3 ADDING ANOTHER QUALITATIVE VARIABLE * 234 15.4
INTERACTING WITH QUANTITATIVE VARIABLES 235 VIII CONTENTS 15.5
OBSERVATION-SPECIFIC DUMMIES 236 GENERAL NOTES 237 TECHNICAL NOTES 240
16 QUALITATIVE DEPENDENT VARIABLES 241 16.1 DICHOTOMOUS DEPENDENT
VARIABLES 241 16.2 POLYCHOTOMOUS DEPENDENT VARIABLES 244 16.3 ORDERED
LOGIT/PROBIT 245 16.4 COUNT DATA 246 GENERAL NOTES 246 TECHNICAL NOTES
254 17 LIMITED DEPENDENT VARIABLES 262 17.1 INTRODUCTION 262 17.2 THE
TOBIT MODEL 263 17.3 SAMPLE SELECTION 265 17.4 DURATION MODELS 267
GENERAL NOTES 269 TECHNICAL NOTES 273 18 PANEL DATA 281 18.1
INTRODUCTION , 281 18.2 ALLOWING FOR DIFFERENT INTERCEPTS 282 18.3 FIXED
VERSUS RANDOM EFFECTS 284 18.4 SHORT RUN VERSUS LONG RUN 286 18.5 LONG,
NARROW PANELS 287 GENERAL NOTES 288 TECHNICAL NOTES 292 19 TIME SERIES
ECONOMETRICS 296 19.1 INTRODUCTION 296 19.2 ARIMA MODELS 297 19.3 VARS
298 19.4 ERROR CORRECTION MODELS 299 19.5 TESTING FOR UNIT ROOTS 301
19.6 COINTEGRATION 302 GENERAL NOTES 304 TECHNICAL NOTES 314 20
FORECASTING 331 20.1 INTRODUCTION 331 20.2 CAUSAL
FORECASTING/ECONOMETRIC MODELS 332 20.3 TIME SERIES ANALYSIS 333 20.4
FORECASTING ACCURACY 334 GENERAL NOTES 335 TECHNICAL NOTES 342 CONTENTS
IX 21 ROBUST ESTIMATION 345 21.1 INTRODUCTION 345 21.2 OUTLIERS AND
INFLUENTIAL OBSERVATIONS 346 21.3 GUARDING AGAINST INFLUENTIAL
OBSERVATIONS 347 21.4 ARTIFICIAL NEURAL NETWORKS 349 21.5 NONPARAMETRIC
ESTIMATION 350 GENERAL NOTES 352 TECHNICAL NOTES 356 22 APPLIED
ECONOMETRICS 361 22.1 INTRODUCTION 361 22.2 THE TEN COMMANDMENTS OF
APPLIED ECONOMETRICS 362 22.3 GETTING THE WRONG SIGN 368 22.4 COMMON
MISTAKES 372 22.5 WHAT DO PRACTITIONERS NEED TO KNOW? 373 GENERAL NOTES
374 TECHNICAL NOTES 383 23 COMPUTATIONAL CONSIDERATIONS 385 23.1
INTRODUCTION * 385 23.2 OPTIMIZING VIA A COMPUTER SEARCH 386 23.3
ESTIMATING INTEGRALS VIA SIMULATION 388 23.4 DRAWING OBSERVATIONS FROM
AWKWARD DISTRIBUTIONS 390 GENERAL NOTES 392 TECHNICAL NOTES 397 APPENDIX
A: SAMPLING DISTRIBUTIONS, THE FOUNDATION OF STATISTICS 403 APPENDIX B:
ALL ABOUT VARIANCE 407 APPENDIX C: A PRIMER ON ASYMPTOTICS 412 APPENDIX
D: EXERCISES 417 APPENDIX E: ANSWERS TO EVEN-NUMBERED QUESTIONS 479
GLOSSARY 503 BIBLIOGRAPHY 511 NAME INDEX 563 SUBJECT INDEX 573
|
| 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 | BV023535375 |
| classification_rvk | QH 300 |
| ctrlnum | (OCoLC)263457122 (DE-599)BSZ277267080 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 6. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01624nam a2200421zc 4500</leader><controlfield tag="001">BV023535375</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090826 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">080409s2008 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781405182584</subfield><subfield code="c">hardcover : alk. paper</subfield><subfield code="9">978-1-4051-8258-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781405182577</subfield><subfield code="c">pbk. : alk. paper</subfield><subfield code="9">978-1-4051-8257-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">140518258X</subfield><subfield code="9">1-4051-8258-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1405182571</subfield><subfield code="9">1-4051-8257-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)263457122</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BSZ277267080</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kennedy, Peter</subfield><subfield code="d">1943-2010</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124989586</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A guide to econometrics</subfield><subfield code="c">Peter Kennedy</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">6. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Malden, Mass. [u.a.]</subfield><subfield code="b">Blackwell</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 585 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4123623-3</subfield><subfield code="a">Lehrbuch</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="q">text/html</subfield><subfield code="u">http://swbplus.bsz-bw.de/bsz277267080inh.htm</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016855253&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016855253</subfield></datafield></record></collection> |
| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV023535375 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:22:07Z |
| institution | BVB |
| isbn | 9781405182584 9781405182577 140518258X 1405182571 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016855253 |
| oclc_num | 263457122 |
| open_access_boolean | |
| owner | DE-521 |
| owner_facet | DE-521 |
| physical | XII, 585 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Blackwell |
| record_format | marc |
| spellingShingle | Kennedy, Peter 1943-2010 A guide to econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (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 | Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrie Lehrbuch |
| url | http://swbplus.bsz-bw.de/bsz277267080inh.htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016855253&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kennedypeter aguidetoeconometrics |