Econometrics
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 seri...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
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| Edition: | 5th ed. 2011. |
| Series: | Springer Texts in Business and Economics,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-642-20059-5 |
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Table of Contents:
- 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.