Econometrics

This textbook covers basic econometric methods, advanced topics, and empirical illustrations using real economic applications. It has been fully revised and updated, with new material on limited dependent variables and panel data.

Format: Hardback
Length: 485 pages
Publication date: 28 January 2022
Publisher: Springer Nature Switzerland AG

This comprehensive textbook offers a thorough introduction to essential econometric methods and the underlying assumptions that guide them. It delves into both basic and advanced topics, providing a clear and concise treatment of spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing, and time series analysis. Each chapter is accompanied by a set of theoretical exercises and empirical illustrations using real-world economic applications. These empirical exercises typically replicate published articles using popular software such as Stata, Views, and SAS.

The sixth edition of this textbook has undergone a thorough revision and update, ensuring that it remains up-to-date with the latest developments in the field. It includes new material on limited dependent variables and panel data, as well as a comprehensive revision of fundamental topics such as heteroskedasticity, endogeneity, over-identification, and specification testing. The author has also included an increased number of exercises and empirical examples based on published economic applications, further enhancing the book's practical relevance and effectiveness.

Whether you are a student pursuing a degree in economics, a professional seeking to expand your knowledge in econometrics, or simply someone interested in understanding economic principles and statistical analysis, this textbook is an invaluable resource. Its comprehensive coverage, clear explanations, and practical examples make it an essential tool for anyone looking to gain a deeper understanding of econometric methods and their applications in the real world.

Weight: 1074g
Dimension: 161 x 241 x 32 (mm)
ISBN-13: 9783030801489
Edition number: 6th ed. 2021