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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Baltagi, Badi H. (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Έκδοση:Fourth Edition.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.