Cover of Badi H. Baltagi: Econometrics

Badi H. Baltagi Econometrics

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Springer Berlin Heidelberg

2011

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978-3-642-20059-5

3-642-20059-1

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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 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.

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