Badi H. Baltagi
Econometrics
Paperback Engels 1998 9783540636175Levertijd ongeveer 9 werkdagen
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Samenvatting
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a treatment of more advanced topics in time series, limited dependent variables and panel data models, as well as specifications testing, Gauss-Newton regressions and regression diagnostics. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the text has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages.
Specificaties
ISBN13:9783540636175
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:398
Uitgever:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Inhoudsopgave
Part 1: what is econometrics?; a review of some 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; times-series models.
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