A Guide to Econometrics 6th Edition by Peter Kennedy explains what is going on in textbooks full of proofs and formulas. This book offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). It contains new chapters that cover instrumental variables and computational considerations.
Author includes additional information on GMM, nonparametrics, and an introduction to wavelets. This book offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The text contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.
This book 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 text 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.
Book Details
Paperback: 600 pagesPublisher: Wiley-Blackwell; 6 edition (February 19, 2008)
Language: English
ISBN-10: 1405182571
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