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Econometrics/ Badi H Baltagi

By: Series: Classroom Companion EconomicsPublication details: Cham: Springer Nature, 2021Edition: 6thDescription: xxi, 485 pages, tables, 24cmISBN:
  • 9783030801489
Subject(s): DDC classification:
  • 23rd 330.015195 B197
Contents:
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 -- Correction to econometrics
Summary: This book offers a useful introduction and solid training in Econometrics, teaches econometric methods for estimating, testing, and forecasting and illustrates methods with practical software including Stata and EViews
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Includes bibliography and index

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 -- Correction to econometrics

This book offers a useful introduction and solid training in Econometrics, teaches econometric methods for estimating, testing, and forecasting and illustrates methods with practical software including Stata and EViews

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