This Fourth Edition updates the "Solutions Manual for Econometrics" to match the Sixth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples replicated using EViews, Stata as well as SAS. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and provides the reader with both applied and theoretical econometrics problems along with their solutions. These should prove useful to students and instructors using this book.
Author(s): Badi H. Baltagi
Series: Classroom Companion: Economics
Edition: 4
Publisher: Springer
Year: 2022
Language: English
Pages: 434
City: Cham
Preface
Data
Reference
Contents
1 What is Econometrics?
References
2 A Review of Some Basic Statistical Concepts
References
3 Simple Linear Regression
SAS Program for 3.14
SAS PROGRAM
SAS PROGRAM
References
4 Multiple Regression Analysis
SAS PROGRAM
SAS PROGRAM
SAS PROGRAM
References
5 Violations of the Classical Assumptions
SAS PROGRAM
SAS PROGRAM
References
6 Distributed Lags and Dynamic Models
SAS PROGRAM
SAS PROGRAM
7 The General Linear Model: The Basics
SAS PROGRAM
References
8 Regression Diagnostics and Specification Tests
SAS PROGRAM
References
9 Generalized Least Squares
References
10 Seemingly Unrelated Regressions
SAS PROGRAM
SAS PROGRAM
SAS PROGRAM
References
11 Simultaneous Equations Model
SAS PROGRAM
References
12 Pooling Time-Series of Cross-Section Data
SAS PROGRAM
References
13 Limited Dependent Variables
References
14 Time-Series Analysis
References
