
A Guide to Econometrics
Peter E. Kennedy(Author)
MIT Press
5th Edition
Published on 1. August 2003
Book
Paperback/Softback
500 pages
978-0-262-61183-1 (ISBN)
Description
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.
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.
More details
Edition
5th Revised edition
Language
English
Place of publication
Cambridge, Mass.
United States
Publishing group
MIT Press Ltd
Edition type
Revised edition
Product notice
Paperback (trade)
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 25 mm
Weight
454 gr
ISBN-13
978-0-262-61183-1 (9780262611831)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
Book
05/1998
4th Edition
MIT Press
€64.32
Article exhausted; check for reprint
Person
Peter Kennedy is Professor of Economics at Simon Fraser University.