Econometrics : with 19 tables

his textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of moreadvanced topics in time-series, limited dependent variables and panel d¤ata 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 the¤oretical problems that should supplement the understanding of the material ineach chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical e¤xercises are solved using several econometric software packages. Keywords: Econometrics, Time Series Analysis, Panel Data. Fields: Economic Theory/ Mathematical Methods¤Written for: Students Contents: Preface.- Part 1: What is Econometrics?.- A Review of Some Basic Statistical Concepts.- Simple Linear Regression. - Multiple Regression Analysis.- Violations of the Classical Assumptions.- Distributed Lags and Dynamic Mod¤els.- Part II: 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-Secti¤on Data.