Econometrics

Front Cover
Springer Science & Business Media, 2002 - Business & Economics - 401 pages
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.
 

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Contents

I
ix
II
xiii
III
3
IV
5
VII
7
VIII
9
IX
10
X
12
LXXXVII
217
LXXXVIII
226
LXXXIX
228
XC
232
XCI
237
XCV
239
XCVI
240
XCVII
241

XI
15
XV
18
XVI
23
XVII
33
XVIII
34
XIX
38
XX
39
XXI
46
XXII
53
XXV
54
XXVI
59
XXVII
61
XXIX
63
XXX
64
XXXI
66
XXXII
68
XXXIII
72
XXXIV
77
XXXV
79
XXXIX
81
XL
82
XLI
84
XLII
87
XLIII
92
XLIV
97
XLV
99
XLVI
101
XLIX
102
L
104
LI
105
LII
117
LIII
127
LIV
128
LV
134
LVI
139
LIX
145
LX
146
LXI
147
LXIII
149
LXIV
151
LXVI
152
LXVII
153
LXVIII
155
LXIX
157
LXX
159
LXXII
163
LXXIII
164
LXXIV
167
LXXV
168
LXXVI
169
LXXVII
170
LXXVIII
171
LXXIX
176
LXXX
177
LXXXI
182
LXXXII
183
LXXXIII
189
LXXXV
199
LXXXVI
206
XCIX
242
CI
246
CII
251
CIII
255
CIV
257
CV
260
CVI
261
CVII
262
CVIII
264
CIX
268
CX
271
CXII
274
CXIII
277
CXIV
283
CXV
284
CXVI
289
CXVII
291
CXVIII
294
CXIX
295
CXX
305
CXXI
309
CXXV
310
CXXVI
313
CXXVII
316
CXXVIII
317
CXXIX
318
CXXX
320
CXXXI
325
CXXXII
326
CXXXIII
327
CXXXIV
333
CXXXVIII
334
CXXXIX
336
CXL
337
CXLI
339
CXLII
341
CXLIII
342
CXLV
345
CXLVI
346
CXLVII
348
CXLVIII
351
CXLIX
352
CL
354
CLI
358
CLII
363
CLIV
365
CLV
368
CLVI
369
CLVII
373
CLVIII
375
CLIX
377
CLX
380
CLXI
381
CLXII
384
CLXIII
395
CLXIV
397
CLXV
399
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