Includes bibliographical references (p. [411]-446) and indexes. 1. Introduction -- 2. Criteria for Estimators -- 3. The Classical Linear Regression Model -- 4. Interval Estimation and Hypothesis Testing -- 5. Specification -- 6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy -- 7. Violating Assumption Two: Nonzero Expected Disturbance -- 8. Violating Assumption Three: Nonspherical Disturbances -- 9. Violating Assumption Four: Measurement Errors and Autoregression -- 10. Violating Assumption Four: Simultaneous Equations -- 11. Violating Assumption Five: Multicollinearity -- 12. Incorporating Extraneous Information -- 13. The Bayesian Approach -- 14. Dummy Variables -- 15. Qualitative Dependent Variables -- 16. Limited Dependent Variables -- 17. Time Series Econometrics -- 18. Forecasting -- 19. Robust Estimation -- App. A. Sampling Distributions, the Foundation of Statistics -- App. B. All About Variance -- App. C. A Primer on Asymptotics.
BookPublisher: Cambridge, Mass. : MIT Press, 1998.Edition: 4th ed.Description: xii, 468 p. : ill. ; 24 cm.ISBN: 0631200886Subject(s): EconometricsDDC classification: 330.028 KE GU Online resources: Location Map
