Baltagi Econometrics

5th Auflage 2011
ISBN: 978-3-642-20059-5
Verlag: Springer
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 410 Seiten, eBook

Reihe: Springer Texts in Business and Economics

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Baltagi, Badi H.

Inhaltsverzeichnis

Part 1: What Is Econometrics?.- Basic Statistical Concepts.- Simple Linear Regression.- Multiple Regression Analysis.- Violations of the Classical Assumptions.- Distributed Lags and Dynamic Models.- Part 2: The General Linear Model: The Basics.- Regression Diagnostics and Specification Tests.- Generalized Least Squares.- Seemingly Unrelated Regressions.- Simultaneous Equations Model.- Pooling Time-Series of Cross-Section Data.- Limited Dependent Variables.- Time-Series Analysis.

Über Autor(innen)

Badi H. Baltagi is distinguished Professor of Economics, and Senior

Research Associate at the Center for Policy Research, Syracuse

University. He received his Ph.D. in Economics at the University of

Pennsylvania in 1979. Before joining Syracuse University, he served on the faculty at the University of Houston and Texas A&M University. He is a fellow of the Journal of Econometrics and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory.