Econometrics [electronic resource]

• 作者： Baltagi, Badi H.
• 其他作者：
  • SpringerLink (Online service)
• 其他題名：
  • Classroom companion.
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 版本：Sixth edition.
• 叢書名： Classroom Companion: Economics,
• 主題： Econometrics. , Econometrics. , Quantitative Economics. , Statistics in Business, Management, Economics, Finance, Insurance. , Mathematics in Business, Economics and Finance.
• ISBN： 9783030801496 (electronic bk.) 、 9783030801489 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Part 1: What Is Econometrics? -- Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- Part 2: The General Linear Model: The Basics -- Regression Diagnostics and Specification Tests -- Generalized Least Squares -- Seemingly Unrelated Regressions -- Simultaneous Equations Model -- Pooling Time-Series of Cross-Section Data -- Limited Dependent Variables -- Time-Series Analysis.
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• 摘要註: 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, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
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