内容简介 · · · · · ·
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 an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews. The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.
Author(s): Badi H. Baltagi
Publisher: Springer
Year: 2008
Language: English
Pages: 392
cover
Preface
Table of Contents
Part I
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
Part II
7. The General Linear Model:The Basics
8. Regression Diagnosticsand Specification Tests
9. Generalized Least Squares
10. Seemingly Unrelated Regressions
11. Simultaneous Equations Model
12. Pooling Time-Series of Cross-Section Data
13. Limited Dependent Variables
14. Time-Series Analysis
Appendix
List of Figures
List of Tables
Index
