Econometrics - Baltagi, Badi H.; - Prospero Internet Bookshop
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Econometrics
 
Product details:
ISBN13:9783030801489
ISBN10:3030801489
Binding:Hardback
No. of pages:485 pages
Size:235x155 mm
Weight:1068 g
Language:English
Illustrations: 697 Illustrations, black & white; 5 Illustrations, color
341
Category:

Econometrics

 
Edition number: 6th ed. 2021
Publisher: Springer
Date of Publication:
Number of Volumes: 1 pieces, Book
 
Normal price:
Publisher's listprice:
EUR 69.54
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29 498 HUF (28 094 HUF + 5% VAT)
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Short description:

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.


Long description:

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.


Table of 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.