| Edition |
5th ed. |
| Description |
xiii, 623 p. : ill. ; 23 cm. |
| Bibliography |
Includes bibliographical references (p. [550]-600) and index. |
| Contents |
Introduction -- Criteria for estimators -- The classical linear regression model -- Interval estimation and hypothesis testing -- Specification -- Violating assumption one : wrong regressors, nonlinearities, and parameter inconstancy -- 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. |
| Subject |
Econometrics.
|
| ISBN |
026261183X (pbk. : alk. paper) |
|
0262112809 (hbk. : alk. paper) |
|
9780262112802 (hbk. : alk. paper) |
|
9780262611831 (pbk. : alk. paper) |
| Standard No. |
NLGGC 243959303 |
|
YDXCP 1938838 |
|
NZ1 7398066 |
|
AU@ 000024327003 |
|
