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Econometrics, Fifth Edition

Econometrics, Fifth Edition - Free Ebook Download

Book Detail

Author/Editor(s): Badi H. Baltagi
Publication Date: May 31, 2011
ISBN-10: 3642200583
ISBN-13: 978-3642200588
Language: English
Edition: 5
Publisher: Springer
Size: 3.33 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. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. 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

A most useful text for an econometrics course. There are not many introductions to econometrics which approach the relevant material so consistently from the viewpoint of the student. The book is also well suited for self study and can be recommended to everybody who is in need to quickly acquire the basics of the field.

--Prof. Walter Krämer, University of Dortmund
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