Solutions Manual for Econometrics

✍ Scribed by Badi H. Baltagi (auth.)

• Publisher: Springer-Verlag Berlin Heidelberg
• Year: 2015
• Tongue: English
• Leaves: 410
• Series: Springer Texts in Business and Economics
• Edition: 3
• Category: Library

✦ Synopsis

This Third Edition updates the "Solutions Manual for Econometrics" to match the Fifth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.

✦ Table of Contents

Front Matter....Pages i-vii
What is Econometrics?....Pages 1-4
A Review of Some Basic Statistical Concepts....Pages 5-28
Simple Linear Regression....Pages 29-47
Multiple Regression Analysis....Pages 49-78
Violations of the Classical Assumptions....Pages 79-124
Distributed Lags and Dynamic Models....Pages 125-156
The General Linear Model: The Basics....Pages 157-184
Regression Diagnostics and Specification Tests....Pages 185-212
Generalized Least Squares....Pages 213-231
Seemingly Unrelated Regressions....Pages 233-257
Simultaneous Equations Model....Pages 259-311
Pooling Time-Series of Cross-Section Data....Pages 313-331
Limited Dependent Variables....Pages 333-381
Time-Series Analysis....Pages 383-408

✦ Subjects

Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Game Theory, Economics, Social and Behav. Sciences; Economic Theory; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law