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Econometrics
Author
Title
Econometrics [electronic resource] / by Badi H. Baltagi.
ISBN
9783030801496
Edition
6th ed. 2021.
Publication
Cham : Springer International Publishing : Imprint: Springer, 2021.
Physical Description
XXI, 485 p. 1 illus.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
Variant and related titles
Springer ENIN.
Other formats
Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
October 03, 2023
Series
Classroom Companion: Economics,
Contents
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.
Subjects
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