Overview
- 6th revised and extended edition
- Offers a useful introduction and solid training in Econometrics
- Teaches econometric methods for estimating, testing, and forecasting
- Illustrates methods with practical software including Stata and EViews
Part of the book series: Classroom Companion: Economics (CCE)
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Table of contents (15 chapters)
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Front Matter
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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, Eviews as well as SAS.
This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
Reviews
Prof. Walter Krämer, University of Dortmund
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Econometrics
Authors: Badi H. Baltagi
Series Title: Classroom Companion: Economics
DOI: https://doi.org/10.1007/978-3-030-80149-6
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-80148-9Published: 28 January 2022
eBook ISBN: 978-3-030-80149-6Published: 27 January 2022
Series ISSN: 2662-2882
Series E-ISSN: 2662-2890
Edition Number: 6
Number of Pages: XXI, 485
Number of Illustrations: 1 b/w illustrations
Topics: Econometrics, Economic Theory/Quantitative Economics/Mathematical Methods, Statistics for Business, Management, Economics, Finance, Insurance, Applications of Mathematics