TY  - BOOK
AU  - Kennedy,Peter
TI  - A guide to econometrics
SN  - 9781405182577
U1  - 330.015195 21
PY  - 2008///
CY  - Malden, Estados Unidos
PB  - Blackwell Publishing
KW  - Econometría
KW  - LEMB
N1  - Incluye referencias bibliográficas (p. 511-561) e índice; 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: instrumental variable estimation ; 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 dependet variables ; panel data ; time series econometrics ; forecasting ; robust estimation ; applied econometrics ; computational considerations
ER  -