A Guide to Econometrics, 5th Edition, vol 1
Peter Kennedy
in MIT Press Books from The MIT Press
Abstract:
A Guide to Econometrics has established itself as a 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.
Keywords: econometrics (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2003
Edition: 5
References: Add references at CitEc
Citations: View citations in EconPapers (679)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:mtp:titles:026261183x
Access Statistics for this book
More books in MIT Press Books from The MIT Press
Bibliographic data for series maintained by The MIT Press ().