Item description for Econometrics by Badi H. Baltagi...
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.
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Est. Packaging Dimensions: Length: 1" Width: 7.75" Height: 10.25" Weight: 1.95 lbs.
Release Date Jan 8, 2008
ISBN 3540765158 ISBN13 9783540765158
Availability 0 units.
More About Badi H. Baltagi
Badi H. Baltagi is George Summey, Jr. Professor of Liberal Arts and Professor of Economics at Texas A & M University. He is a fellow and associate editor of the Journal of Econometrics, associate editor of Econometric Reviews, co-editor of Empirical Economics, and a recipient of the Multa Scripsit Award for Econometric Theory. Baltagi has published more than seventy articles in internationally recognized journals, and is the author of three books: "Panel Data Analysis" (1992), "Econometric Analysis of Panel Data" (1995), and "Econometrics" (second edition, 1999).
Badi H. Baltagi currently resides in the state of Texas. Badi H. Baltagi has an academic affiliation as follows - Texas A & M University, USA Ditinguished Professor of Economics Texas.