Badi H. Baltagi Econometrics

ISBN 13: 9783540435013

Econometrics

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9783540435013: 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, 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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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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