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A Guide to Econometrics
We do not plan to review this book.
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Preface |
xi |
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Dedication |
xv |
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1 |
Introduction |
1 |
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2 |
Criteria for Estimators |
11 |
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3 |
The Classical Linear Regression Model |
47 |
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4 |
Interval Estimation and Hypothesis Testing |
60 |
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5 |
Specification |
81 |
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6 |
Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy |
107 |
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7 |
Violating Assumption Two: Nonzero Expected Disturbance |
129 |
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8 |
Violating Assumption Three: Nonspherical Disturbances |
133 |
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9 |
Violating Assumption Four: Measurement Errors and Autoregression |
157 |
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10 |
Violating Assumption Four: Simultaneous Equations |
180 |
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11 |
Violating Assumption Five: Multicollinearity |
205 |
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12 |
Incorporating Extraneous Information |
218 |
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13 |
The Bayesian Approach |
230 |
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14 |
Dummy Variables |
248 |
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15 |
Qualitative Dependent Variables |
259 |
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16 |
Limited Dependent Variables |
281 |
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17 |
Panel Data |
301 |
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18 |
Time Series Econometrics |
319 |
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19 |
Forecasting |
358 |
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20 |
Robust Estimation |
372 |
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21 |
Applied Econometrics |
389 |
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Appendix A: Sampling Distributions, the Foundation of Statistics |
418 |
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Appendix B: All about Variance |
423 |
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Appendix C: A Primer on Asymptotics |
429 |
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Appendix D: Exercises |
436 |
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Appendix E: Answers to Even-numbered Questions |
516 |
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Glossary |
544 |
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Bibliography |
550 |
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Name Index |
601 |
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Subject Index |
Dummy View - NOT TO BE DELETED