This Second Edition updates the Solutions Manual for Econometrics to match the Fourth Edition of the Econometrics textbook. It corrects typos in the previous edition and adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigourous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.
Author(s): Badi H. Baltagi (auth.)
Edition: 2nd ed.
Publisher: Springer Berlin Heidelberg
Year: 2010
Language: English
Pages: 367
Tags: Econometrics; Economic Theory; Statistics for Business/Economics/Mathematical Finance/Insurance; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law
Front Matter....Pages i-viii
What is Econometrics?....Pages 1-4
A Review of Some Basic Statistical Concepts....Pages 5-28
Simple Linear Regression....Pages 29-46
Multiple Regression Analysis....Pages 47-76
Violations of the Classical Assumptions....Pages 77-118
Distributed Lags and Dynamic Models....Pages 119-149
The General Linear Model: The Basics....Pages 151-178
Regression Diagnostics and Specification Tests....Pages 179-206
Generalized Least Squares....Pages 207-221
Seemingly Unrelated Regressions....Pages 223-246
Simultaneous Equations Model....Pages 247-295
Pooling Time-Series of Cross-Section Data....Pages 297-314
Limited Dependent Variables....Pages 315-340
Time-Series Analysis....Pages 341-367
Back Matter....Pages 368-368
