Badi H. Baltagi
Econometrics
Paperback Engels 2007 4e druk 9783540765158Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book's strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.
Specificaties
ISBN13:9783540765158
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:408
Uitgever:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Druk:4
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Inhoudsopgave
Preface - Part I: What Is Econometrics?- Basic Statistical Concepts.- Simple Linear Regression.- Multiple Regression Analysis.- Violations of the Classical Assumptions.- Distributed Lags and Dynamic Models.- Part II: 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.- Appendix.- Index.
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