Overview
- Useful introduction and solid training in Econometrics
- With applications and hands-on exercises
- Provides econometric methods for estimating, testing, and forecasting to applied economists and social scientists
- Illustrates methods with practical software including Stata and EViews
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Texts in Business and Economics (STBE)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (14 chapters)
-
Front Matter
-
Back Matter
Keywords
About this book
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 series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.
Authors and Affiliations
About the author
Research Associate at the Center for Policy Research, Syracuse
University. He received his Ph.D. in Economics at the University of
Pennsylvania in 1979. Before joining Syracuse University, he served on the faculty at the University of Houston and Texas A&M University. He is a fellow of the Journal of Econometrics and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory.
Bibliographic Information
Book Title: Econometrics
Authors: Badi H. Baltagi
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-642-20059-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 2011
eBook ISBN: 978-3-642-20059-5Published: 25 May 2011
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 5
Number of Pages: XV, 410
Number of Illustrations: 49 b/w illustrations
Topics: Econometrics, Statistics for Social Sciences, Humanities, Law, Economic Theory/Quantitative Economics/Mathematical Methods, Game Theory, Economics, Social and Behav. Sciences