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Tuesday, March 5, 2013

Econometrics

Econometrics - Free Ebook Download
Econometrics

Book Detail

Author/Editor(s): Badi H. Baltagi
Publication Date: January 8, 2008
ISBN-10: 3540765158
ISBN-13: 978-3540765158
Language: English
Edition: 4
Publisher: Springer
Size: 4.06 MB
Format: pdf

Book Description

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.

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.

Reviews

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
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