Description
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 first edition of this book was a slim, non-technical introduction that would commonly be recommended to students struggling with their main course text. Over the years it has metamorphosed into a substantial volume in its own right, but the basic idea remains; light on technicalities but strong on insights, tips and quirky asides." (Times Higher Educations Supplement, February 2009)
Book Information
ISBN 9781405182584
Author Peter Kennedy
Format Hardback
Page Count 608
Imprint Wiley-Blackwell
Publisher John Wiley and Sons Ltd
Weight(grams) 1304g
Dimensions(mm) 257mm * 198mm * 34mm