A Guide to Econometrics, 5th Edition (MIT

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Book Synopsis
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.
Book details
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Author : Peter E.
Kennedy
Pages : 500 pages
Publisher : The MIT
Press 2003-08-01
Language : English
ISBN-10 : 026261183X
ISBN-13 :
9780262611831
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