Econometrics / Badi H. Baltagi.
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 seri...
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| Main Author: | |
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| Format: | Ebook |
| Language: | English |
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Cham :
Springer,
2021.
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| Edition: | Sixth edition. |
| Series: | Classroom Companion. Economics.
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| Subjects: | |
| Online Access: | Springer eBooks |
| 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. |
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| Physical Description: | 1 online resource (495 pages). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 3030801489 9783030801489 3030801497 9783030801496 |