Econometrics

• Main Author: Baltagi, Badi H. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Edition: Fourth Edition.
• Subjects: Game theory.; Statistics.; Economic theory.; Econometrics.; Economics.; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law.; Economic Theory/Quantitative Economics/Mathematical Methods.; Game Theory, Economics, Social and Behav. Sciences.

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...

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.