Econometrics

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Baltagi, Badi H. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:4th ed. 2008.
Temas:
Econometrics.
Social sciences-Statistical methods.
Game theory.
Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy.
Quantitative Economics.
Game Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • I
  • What Is Econometrics?
  • Basic Statistical Concepts
  • Simple Linear Regression
  • Multiple Regression Analysis
  • Violations of the Classical Assumptions
  • Distributed Lags and Dynamic Models
  • 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.

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