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.
“A most useful text for an econometrics course. There are not many introductions to econometrics which approach the relevant material so consistently from the viewpoint of the student. The book is also well suited for self study and can be recommended to everybody who is in need to quickly acquire the basics of the field.”
Prof. Walter Krämer, University of Dortmund
Author(s): Badi H. Baltagi (auth.)
Series: Springer texts in business and economics
Edition: 5
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2011
Language: English
Pages: 410
Tags: Econometrics; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law; Game Theory/Mathematical Methods; Game Theory, Economics, Social and Behav. Sciences
Front Matter....Pages i-xv
Front Matter....Pages 1-1
What Is Econometrics?....Pages 3-12
Basic Statistical Concepts....Pages 13-47
Simple Linear Regression....Pages 49-72
Multiple Regression Analysis....Pages 73-93
Violations of the Classical Assumptions....Pages 95-129
Distributed Lags and Dynamic Models....Pages 131-147
Front Matter....Pages 149-149
The General Linear Model: The Basics....Pages 151-177
Regression Diagnostics and Specification Tests....Pages 179-221
Generalized Least Squares....Pages 223-239
Seemingly Unrelated Regressions....Pages 241-256
Simultaneous Equations Model....Pages 257-303
Pooling Time-Series of Cross-Section Data....Pages 305-332
Limited Dependent Variables....Pages 333-371
Time-Series Analysis....Pages 373-396
Back Matter....Pages 397-410
