Econometrics - Couverture souple

Baltagi, Badi H.

Couverture souple

ISBN 10 : 354063617X ISBN 13 : 9783540636175

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1998

Synopsis

This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a treatment of more advanced topics in time series, limited dependent variables and panel data models, as well as specifications testing, Gauss-Newton regressions and regression diagnostics. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the text 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.

A propos du livre

Revue de presse

"Teaching econometrics is not an easy task. There is always this elusive balance between mathematical rigour and economic intuition ... . This textbook ... keeps this balance perfectly well, and does a good job at persuasion too. ... It teaches mostly by example, appeals a lot to intuition, and provides numerous real world data sets to practice ... . It is therefore also well suited for self study and can be recommended ... . a most useful text for an econometrics course anywhere." --Walter Krämer, Statistical Papers, Vol. 44 (1), 2003

"The book is intended for a first year graduate course on econometrics, and the book strikes a balance between a rigorous approach that proves theorems and a completely empirical approach. The exercises contain theoretical problems that should supplement the understanding material in each chapter. ... The book covers a wide range of econometric fields and presents many applications with real data sets which enable the reader to understand and to interpret the empirical results of the theoretical approaches." --Herbert S. Buscher, Zentralblatt MATH, Vol. 1007, 2003

Présentation de l'éditeur

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 an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews. The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 1998
• Langue: anglais
• ISBN 10: 354063617X
• ISBN 13: 9783540636175
• Reliure: Broché
• Nombre de pages: 398
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; 0; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; 0; Hamburg; 0; 22391; Allemagne