Abstract
Peter Kennedy's book, which provides intuitive, narrative explanations for a wide range of topics covered in undergraduate and graduate econometrics courses, occupies a unique position in the econometrics textbook market. -- David Ribar, Department of Economics, the George Washington University Guide to Econometrics has established itself as the first-choice 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 often characteristic of econometrics textbooks. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, time series analysis, and VARs. A new appendix and a new type of exercise underline the importance of the sampling distribution concept.
Keywords
EconometricsNotationBootstrapping (finance)Computer scienceInstrumental variableSubject (documents)Mathematical economicsMathematicsLibrary science
Related Publications
Mendelian randomization with invalid instruments: effect estimation and bias detection through Egger regression
An adaption of Egger regression (which we call MR-Egger) can detect some violations of the standard instrumental variable assumptions, and provide an effect estimate which is no...
An introduction to instrumental variables for epidemiologists
Instrumental-variable (IV) methods were invented over 70 years ago, but remain uncommon in epidemiology. Over the past decade or so, non-parametric versions of IV methods have a...
The many weak instruments problem and Mendelian randomization
Instrumental variable estimates of causal effects can be biased when using many instruments that are only weakly associated with the exposure. We describe several techniques to ...
Molecular Biology of the Cell
As the amount of information in biology expands dramatically, it becomes increasingly important for textbooks to distill the vast amount of scientific knowledge into concise pri...
Addressing Moderated Mediation Hypotheses: Theory, Methods, and Prescriptions
This article provides researchers with a guide to properly construe and conduct analyses of conditional indirect effects, commonly known as moderated mediation effects. We disen...
Publication Info
- Year
- 1979
- Type
- book
- Citations
- 4384
- Access
- Closed
External Links
Citation Metrics
4384
OpenAlex
Cite This
Peter Kennedy
(1979).
A Guide to Econometrics.
.