A
Guide to Econometrics : fifth edition by Peter Kennedy
Book Description: A Guide to Econometrics has established itself as
a preferred 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 that characterize most econometrics
textbooks. The fifth edition has two major additions, a chapter on panel
data and an innovative chapter on applied econometrics. Existing chapters
have been revised and updated extensively, particularly the specification
chapter (to coordinate with the applied econometrics chapter), the qualitative
dependent variables chapter (to better explain the difference between multinomial
and conditional logit), the limited dependent variables chapter (to provide
a better interpretation of Tobit estimation), and the time series chapter
(to incorporate the vector autoregression discussion from the simultaneous
equations chapter and to explain more fully estimation of vector error
correction models). Several new exercises have been added, some of which
form new sections on bootstrapping and on applied econometrics. This edition
is for sale in all of the Americas, the West Indies, and U.S. dependencies
only.
Paperback from MIT Press
An
Introduction to High-Frequency Finance by Michel M. Dacorogna, Ramazan Gençay, Ulrich A. Müller, Richard
B. Olsen, Olivier V. Pictet
Hardcover from Academic Press
