Book Details

Econometrics

Publication year: 2008

ISBN: 978-3-540-76516-5

Internet Resource: Please Login to download book


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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application.


Subject: Business and Economics, Microeconometrics, Multiple Regression, Panel Data, Regression analysis, Stata, Time Series Analysis, Time series, calculus, correlation, econometrics, linear regression