Econometrics

Research output: Book/ReportBook

239 Scopus citations

Abstract

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 time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages.

Original languageEnglish (US)
PublisherSpringer Berlin Heidelberg
Number of pages392
ISBN (Print)9783540765158
DOIs
StatePublished - Dec 1 2008

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)
  • Business, Management and Accounting(all)

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