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Description of A Guide to Econometrics

A Guide to Econometrics has established itself as the preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that characterize most econometrics textbooks.The fifth edition has two major additions, a chapter on panel data and an innovative chapter on applied econometrics. Existing chapters have been revised and updated extensively, particularly the specification chapter (to coordinate with the applied econometrics chapter), the qualitative dependent variables chapter (to better explain the difference between multinomial and conditional logit), the limited dependent variables chapter (to provide a better interpretation of Tobit estimation), and the time series chapter (to incorporate the vector autoregression discussion from the simultaneous equations chapter and to explain more fully estimation of vector error correction models). Several new exercises have been added, some of which form new sections on bootstrapping and on applied econometrics.

Title Information

ISBN:

9781405115025

Pages:

640 pages

Format:

Paperback

Product Code:

16987

Publisher:

Blackwell Publishers

Published:

25/06/2003

Edition:

5th Edition

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About Peter Kennedy

Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, andthe Economic Bulletin.

Contents of A Guide to Econometrics

Preface.
1. Introduction.
2. Criteria for Estimators.
3. The Classical Linear Regression Model.
4. Interval Estimation and Hypothesis Testing.
5. Specification.
6. Violating Assumption One: Wrong Regressors.
7. Nonlinearities, and Parameter Inconstancy.
8. Violating Assumption Two: Nonzero Expected.
9. Disturbance.
10. Violating Assumption Three: Nonspherical Disturbances.
11. Violating Assumption Four: Measurement Errors and Autoregression.
12. Violating Assumption Four: Simultaneous Equations.
13. Violating Assumption Five: Multicollinearity.
14. Incorporating Extraneous Information.
15. The Bayesian Approach.
16. Dummy Variables.
17. Qualitative Dependent Variables.
18. Limited Dependent Variables.
19. Panel Data.
20. Time Series Econometrics.
21. Forecasting.
22. Robust Estimation.
23. Applied Econometrics.
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.