書籍介紹
目錄
作者介紹
Description
- Useful introduction to, and solid training in, econometrics
- Complete 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
Table of Contents
Part I
1 What Is Econometrics?
2 Basic Statistical Concepts
3 Simple Linear Regression
4 Multiple Regression Analysis
5 Violations of the Classical Assumptions
6 Distributed Lags and Dynamic Models
Part II
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 Pooling Time-Series of Cross-Section Data
13 Limited Dependent Variables
14 Time-Series Analysis
Part I
1 What Is Econometrics?
2 Basic Statistical Concepts
3 Simple Linear Regression
4 Multiple Regression Analysis
5 Violations of the Classical Assumptions
6 Distributed Lags and Dynamic Models
Part II
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 Pooling Time-Series of Cross-Section Data
13 Limited Dependent Variables
14 Time-Series Analysis
Badi H. Baltagi is distinguished Professor of Economics, and Senior 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 recipieof the Multa and Plura Scripsit Awards from Econometric Theory."
