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 the Author
Peter Kennedy is Professor of Economics at Simon Fraser University. In addition to A Guide to Econometrics, he is author of Macroeconomic Essentials: Understanding Economics in the News, 2e (2000), and is Associate Editor of the International Journal of Forecasting, the Journal of Economic Education, and Economics Bulletin.

Reviews
"The exceptional success of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars. Now in its sixth edition, this guide brings practitioners and researchers up to date on the popular techniques in estimation. It holds a unique position among econometric texts. Highly recommended." (Choice, November 2008)



Book Information
ISBN 9781405182577
Author Peter Kennedy
Format Paperback
Page Count 608
Imprint Wiley-Blackwell
Publisher John Wiley and Sons Ltd
Weight(grams) 1179g
Dimensions(mm) 231mm * 188mm * 33mm