Econometrics

Econometrics by Badi H. Baltagi.

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 seri...

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Bibliographic Details
Main Author: Baltagi, Badi H. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:4th ed. 2008.
Series:Springer eBook Collection.
Subjects:
Econometrics.
Statistics .
Economic theory.
Game theory.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • I
  • What Is Econometrics?
  • Basic Statistical Concepts
  • Simple Linear Regression
  • Multiple Regression Analysis
  • Violations of the Classical Assumptions
  • Distributed Lags and Dynamic Models
  • II
  • 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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