Econometrics - Softcover

9783540636175: Econometrics
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Econometrics is the application of statistical methods to the study of economic data and problems. This title presents basic econometric methods and the underlying assumptions behind them in a clear, yet rigorous manner. It also includes more advanced topics in time-series, limited dependent variables, and panel data models, as well as empirical illustrations and exercises which use econometrics software. This second edition includes new material presented in a simple and accessible fashion.

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From the Back Cover:

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."

 

About the Author:
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.

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  • PublisherSpringer
  • Publication date1998
  • ISBN 10 354063617X
  • ISBN 13 9783540636175
  • BindingPaperback
  • Number of pages396
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Baltagi, Distinguished Professor of Economics Badi H, Baltag
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