Econometrics

Badi H. Baltagi

416 pages, parution le 18/10/2002 (3^eme édition)

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Résumé

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 time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book 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. ContentsPart 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

L'auteur - Badi H. Baltagi

Badi H. Baltagi earned his PhD in Economics at the University of Pennsylvania in 1979. He joined the faculty at Texas A&M University in 1988, having served previously on the faculty at the University of Houston. He is the author of Econometric Analysis of Panel Data and Econometrics and editor of A Companion to Theoretical Econometrics; Recent Developments in the Econometrics of Panel Data, Volumes I and II; Nonstationary Panels, Panel Cointegration, and Dynamic Panels; and author or co-author of over 100 publications, all in leading economics and statistics journals. Professor Baltagi is the holder of the George Summey, Jr. Professor Chair in Liberal Arts and was awarded the Distinguished Achievement Award in Research. He is co-editor of Empirical Economics, and associate editor of Journal of Econometrics and Econometric Reviews. He is the replication editor of the Journal of Applied Econometrics and the series editor for Contributions to Economic Analysis. He is a fellow of the Journal of Econometrics and a recipient of the Plura Scripsit Award from Econometric Theory.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Badi H. Baltagi
Parution	18/10/2002
Édition	3^eme édition
Nb. de pages	416
Format	19,2 x 24,2
Couverture	Broché
Poids	832g
Intérieur	Noir et Blanc
EAN13	9783540435013