A Guide To Econometrics - 4th Edition
by Peter E. Kennedy /
1998 / English / PDF
12.9 MB Download
A Guide to Econometrics
A Guide to Econometrics has established itself as the
first-choice 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 often characteristic of econometrics textbooks. The fourth
edition updates the contents and references thoughout, 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, time series analysis, and VARs. A
new appendix and a new type of exercise underline the importance of
the sampling distribution concept.
has established itself as the
first-choice 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 often characteristic of econometrics textbooks. The fourth
edition updates the contents and references thoughout, 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, time series analysis, and VARs. A
new appendix and a new type of exercise underline the importance of
the sampling distribution concept.