A Guide to Econometrics 6th Edition

A Guide to Econometrics 6th Edition book cover

A Guide to Econometrics 6th Edition

Author(s): Peter Kennedy (Author)

  • Publisher: Wiley-Blackwell
  • Publication Date: 28 April 2008
  • Edition: 6th
  • Language: English
  • Print length: 608 pages
  • ISBN-10: 1405182571
  • ISBN-13: 9781405182577

Book 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

Editorial Reviews

Review

“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)

From the Inside Flap

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. It explains what is going on in textbooks full of proofs and formulas. Kennedy’s A Guide to Econometrics 6th Edition offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts). The sixth edition contains new chapters on instrumental variables and on computation considerations, more information on GMM and nonparametrics, and an introduction to wavelets.

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