Econometrics (English Version)

Author: Badi H. Baltagi
Publisher:
Publish Date: 2005-06-01
Features: This book is a textbook that explains the basic methods and assumptions of econometrics, including advanced topics such as time series, bounded dependent variables, data models, Gauss-Newton regression, and regression diagnostics. Each chapter includes theoretical analysis questions to help readers understand the content. Table of Contents: Part 1: What is Econometrics; Basic Statistical Concepts; Simple Linear Regression; Multiple Regression Analysis; Violations of Classical Assumptions; Distributed Lag and Dynamic Models. Part 2: Foundations of General Linear Models; Regression Diagnostics and Classification Tests; Generalized Least Squares; Seemingly Unrelated Regression; Simultaneous Equations Models; Pooled Time Series of Cross-Sectional Data; Bounded Dependent Variables; Time Series Models. Target Audience: Graduate students in mathematics and economics.