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 language | English (US) |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Number of pages | 392 |
| ISBN (Print) | 9783540765158 |
| DOIs | |
| State | Published - 2008 |
ASJC Scopus subject areas
- General Economics, Econometrics and Finance
- General Business, Management and Accounting