Econometrics

Front Cover
Springer Science & Business Media, Dec 3, 2007 - Business & Economics - 392 pages

Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.

 

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Contents

What Is Econometrics?
3
1
28
3
49
5
94
Distributed Lags and Dynamic Models
129
7
147
Problems
165
Appendix
171
Pooling TimeSeries of CrossSection Data
295
13
323
16
330
49
340
71
346
109
352
TimeSeries Analysis
355
119
364

8
177
9
221
10
237
Simultaneous Equations Model
252
95
256
96
274
120
376
Appendix
379
List of Tables
387
126
389
245
390
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