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Econometrics
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Econometrics/ by Badi H. Baltagi.
作者:
Baltagi, Badi H.
面頁冊數:
XXI, 485 p. 100 illus., 50 illus. in color.online resource. :
Contained By:
Springer Nature eBook
標題:
Mathematics in Business, Economics and Finance. -
電子資源:
https://doi.org/10.1007/978-3-030-80149-6
ISBN:
9783030801496
Econometrics
Baltagi, Badi H.
Econometrics
[electronic resource] /by Badi H. Baltagi. - 6th ed. 2021. - XXI, 485 p. 100 illus., 50 illus. in color.online resource. - Classroom Companion: Economics,2662-2890. - Classroom Companion: Economics,.
Part 1: What Is Econometrics? -- Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- Part 2: 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.
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.
ISBN: 9783030801496
Standard No.: 10.1007/978-3-030-80149-6doiSubjects--Topical Terms:
1365935
Mathematics in Business, Economics and Finance.
LC Class. No.: HB139-141
Dewey Class. No.: 330.015195
Econometrics
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