A guide to econometrics / Peter Kennedy.
By: Kennedy, Peter
Language: İngilizce Publisher: Malden, MA : Blackwell Publishing Ltd, 2003Edition: 5th edDescription: xiii, 623 p. : ill. ; 23 cmISBN: 1405115017 (hardcover : alk. paper); 1405115025 (pbk. : alk. paper)Subject(s): Ekonometri | EconometricsLOC classification: HB139 | .K45 2003| Item type | Current location | Home library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
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Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HB139 .K45 2003 (Browse shelf) | 1 | 1 | Available | 0001355 | |
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Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HB139 .K45 2003 (Browse shelf) | 1 | 2 | Available | 0015134 |
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.
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