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.As a student of econometrics, I have benefited from reading Johnston (1984), Kmenta (1986), Theil (1971), Klein (1974), ... (1989), Wallace and Silver (1988), Maddala (1992), Kennedy (1992), Wooldridge (2003) and Stock and Watson ( 2003). ... These exercises are solved using several econometric software packages and are available in the Solution Manual. ... who introduced me to this field; James M. Griffin who provided some data sets, empirical exercises and helpful comments, anbsp;...
|Author||:||Badi H. Baltagi|
|Publisher||:||Springer Science & Business Media - 2011-05-25|