
Edward Elgar Publishing UN iLibrary HeinOnline Directory of Open Access Books SAGE Journals ASTM Compass Arxiv
From this page you can:
Home |
Class number details
330.015195


































































Library items with class number 330.015195



A guide to econometrics / Peter Kennedy
Title : A guide to econometrics Material Type: printed text Authors: Peter Kennedy, Author Edition statement: 5th edition Publisher: Cambridge, Mass. : MIT Press Publication Date: 2003 Pagination: xiii, 623 p. Layout: ill. Size: 24 cm ISBN (or other code): 978-0-262-61183-1 General note: Includes bibliographical references (p. 550-600)
Includes indexes (p. 601-623)Languages : English (eng) Original Language : English (eng) Descriptors: Econometrics Class number: 330.015195 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.Contents note: Introduction; 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 : 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 dependent variables; Panel data; Time series econometrics
Forecasting; Robust estimation; Applied econometrics;Record link: https://library.seeu.edu.mk/index.php?lvl=notice_display&id=21975 Hold
Place a hold on this item
Copies
Barcode Call number Media type Location Section Status 1702-002538 330.015195 Ken-Gui 2003 General Collection SEEU Library Skopje English Available Introductory econometrics / Jeffrey M. Wooldridge
Title : Introductory econometrics : a modern approach Material Type: printed text Authors: Jeffrey M. Wooldridge, Author Edition statement: 7th edition Publisher: Cengage Learning (Boston, MA) Publication Date: 2020 Pagination: xxii, 826 p. Layout: ill. Size: 26 cm ISBN (or other code): 978-1-337-55886-0 General note: Includes bibliographical references (p. 791-796)
Includes index (p. 812-826)Languages : English (eng) Original Language : English (eng) Descriptors: Econometric models
Econometrics
EconomicsClass number: 330.015195 Abstract: Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as for carrying out research projects. Contents note: The nature of econometrics and economic date; Regression analysis with cross-sectional data; The simple regression model; Multiple regression analysis: estimation; Multiple regression analysis : inference; Multiple regression analysis : OLS asymptotics; Multiple regression analysis : further issues; Multiple regression analysis with qualitative information; Heteroskedasticity; More on specification and data issues; Regression analysis with time series data; Basic regression analysis with time series data; Further issues in using OLS with time series data; Serial correlation and heteroskedasticity in time series regressions; Advances topics; Pooling cross sections across time : simple panel data methods; Advanced panel data methods; Instrumental variables estimation and two-stage least squares; Simultaneous equations models; Limited dependent variable models and sample selection corrections; Advanced time series topics; Carrying out an empirical project; Math refresher A, basic mathematical tools; Math reresher B, fundamentals of probability; Math refresher C, fundamentals of mathematical statistics; Advanced treatment D, summary of matrix algebra; Advanced treatment D, the linear regression model in matrix form; Record link: https://library.seeu.edu.mk/index.php?lvl=notice_display&id=19537 Hold
Place a hold on this item
Copies
Barcode Call number Media type Location Section Status 1702-002360 330.015195 Woo-Int 2020 General Collection SEEU Library Skopje English Due for return by 06/30/2021