A guide to econometrics /
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
Cambridge, Mass. :
MIT,
1998.
|
| Edición: | 4th ed. |
| Materias: |
Tabla de Contenidos:
- 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, nonlinearities, and parameter inconstancy.
- 7. Violating assumption two: nonzero expected disturbance.
- 8. Violating assumption three: nonspherical disturbances.
- 9. Violating assumption four: measurement errors and autoregression.
- 10. Violating assumption four: simultaneous equations.
- 11. Violating assumption five: multicollinearity.
- 12. Incorporating extraneous information.
- 13. The bayesian approach.
- 14. Dummy variables.
- 15. Qualitative dependent variables.
- 16. Limited dependent variables.
- 17. Time series econometrics.
- 18. Forecasting.
- 19. Robust estimation.