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Econometrics

By Badi H. Baltagi

  • eBook Price: $49.99
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Econometrics teaches some of the basic econometric methods and the underlying assumptions behind them. Each chapter includes theoretical exercises as well as empirical illustrations using real economic applications.

Full Description

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  • ISBN13: 978-3-6422-0058-8
  • 425 Pages
  • Publication Date: May 25, 2011
  • Available eBook Formats: PDF

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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

  1. Part 1: What Is Econometrics?.
  2. Basic Statistical Concepts.
  3. Simple Linear Regression.
  4. Multiple Regression Analysis.
  5. Violations of the Classical Assumptions.
  6. Distributed Lags and Dynamic Models.
  7. Part 2: The General Linear Model: The Basics.
  8. Regression Diagnostics and Specification Tests.
  9. Generalized Least Squares.
  10. Seemingly Unrelated Regressions.
  11. Simultaneous Equations Model.
  12. Pooling Time
  13. Series of Cross
  14. Section Data.
  15. Limited Dependent Variables.
  16. Time
  17. Series Analysis.
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