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Econometrics /

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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 time-series, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regression...

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Bibliographic Details
Main Author: Baltagi, Badi H. (Badi Hani)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [1998]
Subjects:
Econometrics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Preface
  • Part 1: What is Econometrics?- A Review of Some 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
  • Times-Series Models
  • Index.