A Guide to Econometrics

Following an introduction to the principles of econometrics, this work covers such topics as interval estimation, instrumental variable estimation, the classical linear regression model, the Bayesian approach, dummy variables and robust estimation.

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For this third edition Peter Kennedy has retained the style and basic structure which has made the book popular but added new chapters on econometric specification, time series, robust estimation, the calculation of variances and asymptotics. In addition, new material has been included throughout to reflect the growth in the econometrics literature since the second edition was written. The author has also included exercises for the first time to help monitor progress.