A Guide to Econometrics – 4th Edition

a book

A Guide to Econometrics – 4th Edition

Peter E. Kennedy · 2008 · 585 pages

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
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