A Guide to Econometrics
Author: Peter Kennedy
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
Table of Contents:
Preface | ||
Dedication | ||
1 | Introduction | 1 |
2 | Criteria for Estimators | 11 |
3 | The Classical Linear Regression Model | 47 |
4 | Interval Estimation and Hypothesis Testing | 60 |
5 | Specification | 81 |
6 | Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy | 107 |
7 | Violating Assump tion Two: Nonzero Expected Disturbance | 129 |
8 | Violating Assumption Three: Nonspherical Disturbances | 133 |
9 | Violating Assumption Four: Measurement Errors and Autoregression | 157 |
10 | Violating Assumption Four: Simultaneous Equations | 180 |
11 | Violating Assumption Five: Multicollinearity | 205 |
12 | Incorporating Extraneous Information | 218 |
13 | The Bayesian Approach | 230 |
14 | Dummy Variables | 248 |
15 | Qualitative Dependent Variables | 259 |
16 | Limited Dependent Variables | 281 |
17 | Panel Data | 301 |
18 | Time Series Econometrics | 319 |
19 | Forecasting | 358 |
20 | Robust Estimation | 372 |
21 | Applied Economectrics | 389 |
App. A | Sampling Distributions, the Foundation of Statistics | 418 |
App. B | All about Variance | 423 |
Ap p. C | A Primer on Asymptotics | 429 |
App. D | Exercises | 436 |
App. E | Answers to Even-numbered Questions | 516 |
Glossary | 544 | |
Bibliography | 550 | |
Name Index | 601 | |
Subject Index | 610 |
Interesting book: Understanding Patient Safety and Principles of Auditing and Other Assurance Services
Ethics, the Heart of Leadership
Author: Joanne B Ciulla
The study of ethics and leadership can be traced back to Aristotle and the Ancient Greeks. Against the backdrop of corporate, political, and religious scandal, a contemporary examination of the complex and subtle relationships between ethics and leadership could not be more timely. In this updated and expanded edition, Joanne Ciulla presents a unique collection of essays by philosophers, leadership scholars with backgrounds in industrial and organizational psychology, and management theorists. The authors tackle such profound questions as: How do leaders motivate followers to achieve their goals? What is the moral relationship between leaders and followers? Are ethical leaders driven by self-interest or altruism? What is the ethical value of a leader's accomplishments? Do their actions serve the greatest good? Featuring new essays by Bruce Avolio and Edwin Locke, Terry Price, Bernie Bass and Paul Steidlmeier, and a foreword by James MacGregor Burns, this book probes what the answers to these questions mean for today's leaders, offering hands-on insights into the ethical dynamics that make the heart of leadership tick.
Booknews
An interdisciplinary collection of essays about the ethics of leadership. Three philosophers, two industrial psychologists, a historian, and a management scholar discuss topics such as business ethics, the leader-follower relationship, the problem o f bogus empowerment, a Federalist ethic for organizations, and the ethics of transformational leadership. The focus is on the practical questions of ethics rather than on the larger philosophical questions surrounding ethical theory. Annotation c. by Book News, Inc., Portland, Or.
Table of Contents:
Foreword | ||
Introduction | ||
1 | Leadership ethics : mapping the territory | 3 |
2 | Moral leadership and business ethics | 25 |
3 | Ethical challenges in the leader-follower relationship | 47 |
4 | Leadership and the problem of bogus empowerment | 59 |
5 | Ethical leadership, emotions, and trust : beyond "charisma" | 83 |
6 | Should leaders be selfish or altruistic? : letters on leader motivation | 105 |
7 | Explaining ethical failures of leadership | 129 |
8 | The trouble with transformational leadership : toward a federalist ethic for organizations | 149 |
9 | Ethics, character, and authentic transformational leadership behavior | 175 |
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