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Economics - Econometrics / Statistics | Econometrics


Baltagi, Badi H.

5th ed. 2011, XV, 410 p. 49 illus.

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  • 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

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.


“A most useful text for an econometrics course. There are not many introductions to econometrics which approach the relevant material so consistently from the viewpoint of the student. The book is also well suited for self study and can be recommended to everybody who is in need to quickly acquire the basics of the field.”

Prof. Walter Krämer, University of Dortmund

Content Level » Graduate

Keywords » Econometrics - Microeconometrics - Panel Data - Patial Economics - Statistics - Time Series Analysis

Related subjects » Applications - Econometrics / Statistics - Game Theory / Mathematical Methods - Social Sciences & Law

Table of contents 

Part 1: What Is Econometrics?.- Basic Statistical Concepts.- Simple Linear Regression.- Multiple Regression Analysis.- Violations of the Classical Assumptions.- Distributed Lags and Dynamic Models.- Part 2: 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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