Econometrics.

Reseña:
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 spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as an empirical illustration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews. The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

Índice:
What Is Econometrics? 3
2 Basic Statistical Concepts 13
3 Simple Linear Regression 49
4 Multiple Regression Analysis 73
5 Violations of the Classical Assumptions 95
6 Distributed Lags and Dynamic Models 129
7 The General Linear Model: The Basics 149
8 Regression Diagnostics and Specification Tests 177
9 Generalized Least Squares 221
10 Seemingly Unrelated Regressions 237
11 Simultaneous Equations Model 253
12 Pooling Time-Series of Cross-Section Data 295
13 Limited Dependent Variables 323
14 Time-Series Analysis 355
Appendix 379
List of Figures 385
List of Tables 387
Index