<図書>
A guide to econometrics
責任表示 | Peter Kennedy |
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データ種別 | 図書 |
版 | 5th ed |
出版情報 | Cambridge, Mass. : MIT Press , c2003 |
本文言語 | 英語 |
大きさ | xiii, 623 p. : ill. ; 23 cm |
概要 | 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 tec...niques 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. 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. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hc : alk. paper | 理系図3F 数理独自 | KENN/25/1 | 2003 |
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023212004008722 |
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書誌詳細
一般注記 | Includes bibliographical references (p. [550]-600) and index |
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著者標目 | Kennedy, Peter, 1943- |
件 名 | LCSH:Econometrics |
分 類 | LCC:HB139 DC21:330/.01/5195 |
書誌ID | 1001227424 |
ISBN | 0262112809 |
NCID | BA63572705 |
巻冊次 | : hc ; ISBN:0262112809 : pbk ; ISBN:026261183X |
登録日 | 2009.09.18 |
更新日 | 2009.11.02 |