A Guide to Econometrics

Front Cover
MIT Press, 2003 - Business & Economics - 623 pages
13 Reviews

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.This edition is for sale in all of the Americas, the West Indies, and U.S. dependencies only.

  

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A must read for any serious 3rd/4th year undergraduate student studying econometrics!!! An intuitive approach to understanding statistical concepts and applications used by economist.

Review: A Guide To Econometrics

User Review  - Daniela - Goodreads

Gotta say, for a subject that I really struggle with, this was a great read. The author does a good job explaining things conceptually. This will be something I buy and keep for a reference! Read full review

Contents

III
1
V
3
VI
4
VII
5
VIII
6
IX
10
X
11
XIII
12
LXXVII
221
LXXVIII
223
LXXIX
228
LXXX
230
LXXXI
234
LXXXII
235
LXXXIII
238
LXXXIV
243

XIV
14
XV
15
XVI
17
XVII
18
XVIII
19
XIX
23
XX
24
XXI
27
XXII
28
XXIII
37
XXIV
47
XXV
48
XXVI
49
XXVII
52
XXVIII
56
XXIX
60
XXX
61
XXXI
63
XXXII
66
XXXIII
68
XXXIV
70
XXXV
77
XXXVI
81
XXXVII
82
XXXVIII
85
XXXIX
86
XL
90
XLI
92
XLII
103
XLIII
107
XLIV
109
XLV
112
XLVI
114
XLVII
123
XLVIII
129
XLIX
131
L
133
LI
134
LII
136
LIII
139
LIV
144
LV
151
LVI
157
LVII
159
LVIII
160
LIX
163
LX
166
LXI
172
LXII
180
LXIII
182
LXIV
186
LXV
190
LXVI
191
LXVII
197
LXVIII
205
LXIX
206
LXX
208
LXXI
210
LXXII
212
LXXIII
217
LXXIV
218
LXXV
219
LXXXV
248
LXXXVI
249
LXXXVII
250
LXXXVIII
252
LXXXIX
253
XC
254
XCI
257
XCII
259
XCIII
262
XCIV
263
XCVI
264
XCVII
272
XCVIII
281
XCIX
283
C
284
CI
287
CII
289
CIII
294
CIV
301
CV
303
CVI
305
CVII
307
CVIII
308
CIX
309
CX
315
CXI
319
CXIII
320
CXIV
321
CXV
323
CXVI
325
CXVII
326
CXVIII
328
CXIX
340
CXX
358
CXXI
359
CXXII
360
CXXIII
361
CXXIV
363
CXXV
370
CXXVI
372
CXXVII
373
CXXVIII
374
CXXIX
376
CXXX
378
CXXXI
382
CXXXII
389
CXXXIII
390
CXXXIV
397
CXXXV
402
CXXXVI
404
CXXXVII
405
CXXXVIII
416
CXXXIX
418
CXL
423
CXLI
429
CXLII
436
CXLIII
516
CXLIV
544
CXLV
550
CXLVI
601
CXLVII
610
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About the author (2003)

Peter E. Kennedy is Professor Emeritus of Economics at Simon Fraser University.

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