Book DetailAuthor/Editor(s): Badi H. Baltagi
Publication Date: January 8, 2008
Size: 4.06 MB
Book DescriptionThis 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.
This book is very easy to follow (compared to Greene's econometrics), but it still manages to cover advanced level of econometrics modeling.
--Tolga H. Bilgicer, Amazon Customer Reviews