Econometrics

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Econometrics

by Badi H. Baltagi

Springer | January 8, 2008 | Trade Paperback

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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 an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.

The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

Format: Trade Paperback

Dimensions: 408 pages, 10.24 × 7.6 × 0.07 in

Published: January 8, 2008

Publisher: Springer

Language: English

The following ISBNs are associated with this title:

ISBN - 10: 3540765158

ISBN - 13: 9783540765158

Found in: Econometrics

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– More About This Product –

Econometrics

by Badi H. Baltagi

Format: Trade Paperback

Dimensions: 408 pages, 10.24 × 7.6 × 0.07 in

Published: January 8, 2008

Publisher: Springer

Language: English

The following ISBNs are associated with this title:

ISBN - 10: 3540765158

ISBN - 13: 9783540765158

About the 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 an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.

The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

Table of Contents

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

From the Publisher

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 an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.

The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

From the Jacket

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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.

"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 recipient of the
Multa and Plura Scripsit Awards from Econometric Theory."

 

Editorial Reviews

Aus den Rezensionen zur 4. Auflage:

". Bereits in vierter Auflage liegt . dieses Lehrbuch des amerikanischen Wirtschaftsprofessors Badi Baltagi vor, das seinem Anspruch, auch schwierige Inhalte verständlich zu vermitteln, vollauf gerecht wird. . Zu jedem Kapitel gibt es Übungen und Beispiele, die eine wertvolle Lernhilfe sind. . Das Lehrbuch ist auf Englisch verfasst, was einem Gelegenheit gibt, die eigenen Sprachkenntnisse aufzufrischen und zu verbessern. . Ein äußerst nützliches Buch für alle, die sich gegen Ende ihres Bachelor- oder zu Beginn ihres Master- Studiums mit der Ökonometrie befassen." (in: STUDIUM Buchmagazin für Studierende, Sommersemester 2009, S. 17 f.)

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