- Full Description
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.
- Table of Contents
Table of Contents
- Part 1: What Is Econometrics?.
- Basic Statistical Concepts.
- Simple Linear Regression.
- Multiple Regression Analysis.
- Violations of the Classical Assumptions.
- Distributed Lags and Dynamic Models.
- Part 2: The General Linear Model: The Basics.
- Regression Diagnostics and Specification Tests.
- Generalized Least Squares.
- Seemingly Unrelated Regressions.
- Simultaneous Equations Model.
- Pooling Time
- Series of Cross
- Section Data.
- Limited Dependent Variables.
- Series Analysis.
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