Econometrics (5th edition)
Badi H. Baltagi - Econometrics (5th edition)
Published: 2011-07-14 | ISBN: 3642200583 | PDF | 410 pages | 4.2 MB
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 or Eviews.