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Econometrics 4/e

作者：Badi H. Baltagi
原價：NT$ 1,250

ISBN：9783540765158
版次：4
年份：2009
出版商：Springer

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Description

Useful introduction to, and solid training in, econometrics

Complete with applications and hands-on exercises

Provides econometric methods for estimating, testing, and forecasting to applied economists and social scientists

Illustrates methods with practical software including Stata and EViews

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.

Table of Contents
Part I
1 What Is Econometrics?
2 Basic Statistical Concepts
3 Simple Linear Regression
4 Multiple Regression Analysis
5 Violations of the Classical Assumptions
6 Distributed Lags and Dynamic Models

Part II
7 The General Linear Model: The Basics
8 Regression Diagnostics and Specification Tests
9 Generalized Least Squares
10 Seemingly Unrelated Regressions
11 Simultaneous Equations Model
12 Pooling Time-Series of Cross-Section Data
13 Limited Dependent Variables
14 Time-Series Analysis

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 recipieof the Multa and Plura Scripsit Awards from Econometric Theory."

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