A Guide to Econometrics - Hardcover

Kennedy, Peter

Hardcover

ISBN 10: 140518258X ISBN 13: 9781405182584

Publisher: Wiley-Blackwell, 2008

Synopsis

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. * Explains what is going on in textbooks full of proofs and formulas * Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts) * Contains new chapters that cover instrumental variables and computational considerations * Includes additional information on GMM, nonparametrics, and an introduction to wavelets

About this title

Review:

"The first edition of this book was a slim, non-technical introduction that would commonly be recommended to students struggling with their main course text. Over the years it has metamorphosed into a substantial volume in its own right, but the basic idea remains; light on technicalities but strong on insights, tips and quirky asides." ( Times Higher Educations Supplement , February 2009)

From the Back Cover:

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. It explains what is going on in textbooks full of proofs and formulas. Kennedy’s A Guide to Econometrics offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

About this edition

• Publisher: Wiley-Blackwell
• Publication date: 2008
• ISBN 10: 140518258X
• ISBN 13: 9781405182584
• Binding: Hardcover
• Edition number: 6
• Number of pages: 608