• Badi H. Baltagi

Table of contents

  1. Front Matter
    Pages I-XV
  2. Part I

    1. Front Matter
      Pages 1-1
    2. Badi H. Baltagi
      Pages 3-12
    3. Badi H. Baltagi
      Pages 13-50
    4. Badi H. Baltagi
      Pages 51-76
    5. Badi H. Baltagi
      Pages 77-98
    6. Badi H. Baltagi
      Pages 99-135
    7. Badi H. Baltagi
      Pages 137-154
  3. Part II

    1. Front Matter
      Pages 155-155
    2. Badi H. Baltagi
      Pages 157-185
    3. Badi H. Baltagi
      Pages 187-233
    4. Badi H. Baltagi
      Pages 235-251
    5. Badi H. Baltagi
      Pages 253-268
    6. Badi H. Baltagi
      Pages 269-305
    7. Badi H. Baltagi
      Pages 307-329
    8. Badi H. Baltagi
      Pages 331-359
    9. Badi H. Baltagi
      Pages 361-385
  4. Back Matter
    Pages 387-401

About this book


This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first part of Chapter 11 on simultaneous equations and Chapter 14 on time-series analysis. This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book. Some uses of econometric methods include (i) empirical testing of economic t- ory, whether it is the permanent income consumption theory or purchasing power parity, (ii) forecasting, whether it is GNP or unemployment in the U.S. economy or future sales in the c- puter industry. (iii) Estimation of price elasticities of demand, or returns to scale in production. More importantly, econometric methods can be used to simulate the effect of policy changes like a tax increase on gasoline consumption, or a ban on advertising on cigarette consumption.


Microeconometrics econometrics panel data regression regression analysis time series time series analysis

Authors and affiliations

  • Badi H. Baltagi
    • 1
  1. 1.Department of EconomicsTexas A&M UniversityCollege StationUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2002
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-43501-3
  • Online ISBN 978-3-662-04693-7
  • Buy this book on publisher's site
Industry Sectors
Finance, Business & Banking