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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Baltagi, Badi H. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:4th ed. 2008.
Subjects:
Econometrics.
Social sciences-Statistical methods.
Game theory.
Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy.
Quantitative Economics.
Game Theory.
Online Access:Texto Completo
Table of Contents:
  • 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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