TY  - GEN
AU  - Kennedy, Peter,
TI  - A guide to econometrics
SN  - 1405115017 (hardcover : alk. paper)
AV  - HB139 .K45 2003
PY  - 2003///
CY  - Malden, MA
PB  - Blackwell Publishing Ltd
KW  - Ekonometri
KW  - Econometrics
N1  - Includes bibliographical references (p. [550]-600) and indexes; Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one: wrong regressors -- Violating assumption two: nonzero expected disturbance -- Violating assumption three: nonspherical disturbances -- Violating assumption four: measurement errors and autoregression -- Violating assumption four: simultaneous equations -- Violating assumption five: multicollinearity -- Incorporating extraneous information -- The Bayesian approach -- Dummy variables -- Qualitative dependent variables -- Limited dependent variables -- Panel data -- Time series econometrics -- Forecasting -- Robust estimation -- Applied econometrics
ER  -