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Economics - Econometrics / Statistics | Solutions Manual for Econometrics

Solutions Manual for Econometrics

Baltagi, Badi H.

1998, VIII, 321 p.

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  • About this textbook

  • Provides solutions to the empirical and theoretical exercises given in Baltagi`s textbook "Econometrics"
  • Empirical illustrations of some of the textbook results
  • Econometric software programs to reproduce the presented results
This manual provides solutions to selected exercises from each chapter of Econometrics by Badi H. Baltagi starting with Chapter 2. For the empirical exercises some SAS® programs are provided to replicate the results. Most graphs are plotted using EViews. Some of the problems and solutions are obtained from Econometric Theory (ET) and these are reprinted with the pennission of Cambridge University Press. I would like to thank Peter C. B. Phillips. and the editors of the Problems and Solutions section, Alberto Holly and Juan Dolado for this useful service to the econometrics profession. I would also like to thank my colleague James M Griffin for providing many empirical problems and data sets. I have also used three empirical data sets from Lott and Ray (1992). The reader is encouraged to apply these econometric techniques to their own data sets and to replicate the results of published articles. Some journals/authors provide data sets upon request or are readily available on the web. Other empirical examples are given in Lott and Ray (1992) and Berndt (1991). Finally I would like to thank my students Wei-Wen Xiong, Ming-Jang Weng and Kiseok Nam who solved several of these exercises. Please report any errors, typos or suggestions to: Badi H. Baltagi, Department of Economics, Texas A&M University, College Station, Texas 77843-4228. Telephone (409) 845-7380, Fax (409) 847-8757, or send EMAIL toBadi@econ. tamu. edu. Table of Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V Chapter 2 A Review of Some Basic Statistical Concepts Chapter 3 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Content Level » Research

Keywords » Empirical Research - Panel Data - Solutions Manual - Time Series Analysis - econometrics

Related subjects » Econometrics / Statistics - Economic Theory

Table of contents 

2 A Review of Some Basic Statistical Concepts.- 3 Simple Linear Regression.- 4 Multiple Regression Analysis.- 5 Violations of the Classical Assumptions.- 6 Distributed Lags and Dynamic Models.- 7 The General Linear Model: The Basics.- 8 Regression Diagnostics and Specification Tests.- 9 Generalized Least Squares.- 10 Seemingly Unrelated Regressions.- 11 Simultaneous Equations Model.- 12 Pooled Time-Series of Cross-Section Data.- 13 Limited Dependent Variables.- 14 Time Series Models.

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