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About The Author

Peter Kennedy was a distinguished economist and educator, known for his clear and engaging writing style. He specialized in econometrics and was a professor at the University of British Columbia. Kennedy’s work is widely respected for its ability to simplify complex econometric concepts, making them accessible to students and practitioners alike. He authored several influential textbooks, with Guide to Econometrics being his most well-known. His teaching approach emphasized practical applications of econometric theory. Kennedy’s contributions to the field continue to help students and researchers better understand econometric methods. He passed away in 2017, but his legacy lives on through his educational works.

Table Of Contents

  • Introduction to Econometrics

    • What is Econometrics?
    • The Role of Econometrics in Economics
  • The Simple Linear Regression Model

    • Basic Assumptions
    • Estimation and Interpretation
  • Multiple Linear Regression Models

    • Estimation and Inference
    • Multicollinearity
  • Generalized Least Squares

    • Heteroskedasticity
    • Autocorrelation
  • Model Specification and Problems

    • Functional Form
    • Omitted Variable Bias
  • Instrumental Variables and Two-Stage Least Squares

    • Endogeneity and Instruments
    • Identification and Estimation
  • Qualitative Dependent Variables

    • Limited Dependent Variables
    • Logit and Probit Models
  • Simultaneous Equations Models

    • Identification Problem
    • Estimation Techniques
  • Panel Data and Time Series Models

    • Fixed and Random Effects
    • Autoregressive Models
  • Hypothesis Testing and Model Evaluation

    • Statistical Tests in Econometrics
    • Goodness of Fit and Model Selection
  • Econometric Software

    • Using Statistical Packages for Econometric Analysis
    • Programming in Econometrics
  • Conclusion and Applications

    • Practical Considerations in Econometrics
    • Real-World Examples
  • Appendices

    • Mathematical Review
    • Statistical Tables

Product Details

  • Publisher ‏ : ‎ Willey India; 6th edition (January 1, 2008)
  • Language ‏ : ‎ English
  • ISBN-13 ‏ : ‎ 978-8126574810
  • Item Weight : ‏ 0.648 kg
  • Dimensions ‏ : ‎ 20.29 x 25.40 x 4.70 cm

About The Book

Guide to Econometrics (6th Edition) by Peter Kennedy is a must-have for anyone studying econometrics. This book simplifies complex concepts with clarity and humor. It provides an intuitive understanding of econometric theories and methods. Perfect for students, researchers, and professionals in economics and finance. Covers essential topics like regression analysis, hypothesis testing, and model specification. Uses real-world examples to enhance learning and practical application. Ideal for beginners yet valuable for advanced learners. Written in a reader-friendly style with minimal jargon. Enhances problem-solving skills and critical thinking in econometrics. A powerful resource to master econometrics with confidence!

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