Ebook: Econometrics
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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.
"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."
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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.
"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."
Content:
Front Matter....Pages I-XV
Front Matter....Pages 1-1
What Is Econometrics?....Pages 3-11
Basic Statistical Concepts....Pages 13-47
Simple Linear Regression....Pages 49-72
Multiple Regression Analysis....Pages 73-93
Violations of the Classical Assumptions....Pages 95-128
Distributed Lags and Dynamic Models....Pages 129-145
Front Matter....Pages 147-147
The General Linear Model: The Basics....Pages 149-175
Regression Diagnostics and Specification Tests....Pages 177-220
Generalized Least Squares....Pages 221-236
Seemingly Unrelated Regressions....Pages 237-251
Simultaneous Equations Model....Pages 253-294
Pooling Time-Series of Cross-Section Data....Pages 295-322
Limited Dependent Variables....Pages 323-354
Time-Series Analysis....Pages 355-377
Back Matter....Pages 379-392
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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.
"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."
Content:
Front Matter....Pages I-XV
Front Matter....Pages 1-1
What Is Econometrics?....Pages 3-11
Basic Statistical Concepts....Pages 13-47
Simple Linear Regression....Pages 49-72
Multiple Regression Analysis....Pages 73-93
Violations of the Classical Assumptions....Pages 95-128
Distributed Lags and Dynamic Models....Pages 129-145
Front Matter....Pages 147-147
The General Linear Model: The Basics....Pages 149-175
Regression Diagnostics and Specification Tests....Pages 177-220
Generalized Least Squares....Pages 221-236
Seemingly Unrelated Regressions....Pages 237-251
Simultaneous Equations Model....Pages 253-294
Pooling Time-Series of Cross-Section Data....Pages 295-322
Limited Dependent Variables....Pages 323-354
Time-Series Analysis....Pages 355-377
Back Matter....Pages 379-392
....