Опубликовано на портале: 02-03-2004
New York: Springer, 2002
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.
- What is Econometrics?
- Basic Statistical Concepts
- Simple Linear Regression
- Multiple Regression Analysis
- Violations of the Classical Assumptions
- Distributed Lags and Dynamic Models
- 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
Appendix List of Figures
List of Tables
Table of Contents
distributed lag dynamic model generalized least squares limited dependent variable panel data simultaneous equations model specification tests time series analysis моделирование временных рядов
IMF ,Working Paper. 2007. No. 07/189.