Econometrics, 4th Edition by Badi H. Baltagi (Author)

Econometrics, 4th Edition by Badi H. Baltagi (Author)
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Econometrics, 4th Edition by Badi H. Baltagi (Author)



Publisher: Springer; 4th edition (January 8, 2008)



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.



Review Aus den Rezensionen zur 4. Auflage:

"… Bereits in vierter Auflage liegt … dieses Lehrbuch des amerikanischen Wirtschaftsprofessors Badi Baltagi vor, das seinem Anspruch, auch schwierige Inhalte verständlich zu vermitteln, vollauf gerecht wird. … Zu jedem Kapitel gibt es Übungen und Beispiele, die eine wertvolle Lernhilfe sind. … Das Lehrbuch ist auf Englisch verfasst, was einem Gelegenheit gibt, die eigenen Sprachkenntnisse aufzufrischen und zu verbessern. … Ein äußerst nützliches Buch für alle, die sich gegen Ende ihres Bachelor- oder zu Beginn ihres Master- Studiums mit der Ökonometrie befassen." (in: STUDIUM Buchmagazin für Studierende, Sommersemester 2009, S. 17 f.)

From the Back Cover 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. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. 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.

"Badi H. Baltagi is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He received his Ph.D. in Economics at the University of Pennsylvania in 1979. Before joining Syracuse University, he served on the faculty at the University of Houston and Texas A&M University. He is a fellow of the Journal of Econometrics and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory."