A Guide to Econometrics

by PeterKennedy (Author)

• Used

  Paperback
  1998

  $4.29

  A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world who require an intuitive introduction to the subject without the notation and technical detail that characterize most textbooks. This fourth edition updates the contents and references throughout the text, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations. Monte Carlo studies, neural nets, sampling distributions, time series analysis and VARs.

• Used

  Paperback
  2003

  $5.81

  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.