A Guide to Econometrics, 5th Edition

By Peter E. Kennedy. 2003

601 citations recorded by the source corpus.

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Citations in the corpus

Determinants of Tourist Arrivals in Africa: A Panel Data Regression Analysis (2005, methodology): “The limitations of using a single-equation OLS cross-sectional regression model are well-known (see, for example, Kennedy, 2003).”
Internet exchanges for used goods: an empirical analysis of trade patterns and adverse selection 1 (2009, unknown): “The VIF scores for all variables are lower than the commonly accepted level of 10 (Kennedy 2003).”
The endogeneity bias in the relation between cost-of-debt capital and corporate disclosure policy (2005, background): “…or diagnostic instrument available to ‘test’ for endogeneity, the econometrics literature often advises empirical researchers to apply introspection (Wooldridge, 2002) or the criterion of reasonableness7 (Greene, 2000; Kennedy, 2003) as a way to determine whether there is an endogeneity problem.”
‘60-20 emission’—The unequal distribution of greenhouse gas emissions from personal, non-business travel in the UK (2010, methodology): “The methods used follow standard econometric literature (Kennedy, 2003).”
A meta-analysis of contingent valuation forest studies (2010, background): “These estimated values exceed the critical 4 We estimate the pairwise correlations followed the criteria of Kennedy (2003) and Gujarati (2003) who indicate that a correlation coefficient of about 0.9 or 0.8, respectively, or higher can be problematic.”
Application of Protection Motivation Theory to Investigate Sustainable Waste Management Behaviors (2017, methodology): “By performing a multiple regression analysis, the researcher was able to evaluate the impact of each PMT attribute on SWMBs [48].”
On making causal claims: A review and recommendations (2010, methodology): “Thus, the 2SLS estimate of β1 is consistent, but less efficient than theOLS estimator given that less information is used to produce the estimate (Kennedy, 2003); this proceduremust not be done manually but using specialized software to estimate the standard error correctly.”