Econometrics /
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 time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Ga...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
2002.
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| Edition: | Third edition. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages. |
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| Physical Description: | 1 online resource (xv, 401 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9783662046937 (electronic bk.) 3662046938 (electronic bk.) |