Economics - Econometrics, 4th Edition - (Badi H. Baltagi) Springer 2008.pdf

Econometrics
Badi H. Baltagi
Econometrics
Fourth Edition
123
Professor Badi H. Baltagi
Syracuse University
Center for Policy Research
426 Eggers Hall
Syracuse, NY 13244-1020
USA
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ISBN 978-3-540-76515-8 e-ISBN 978-3-540-76516-5
DOI -3-540-76516-5
Library of Congress Control Number: 2007939803
c 2008 Springer-Verlag Berlin Heidelberg
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To My Wife Phyllis
Preface
This book is intended for a first year graduate course in econometrics. Courses requiring matrix
algebra as a pre-requisite to econometrics can start with Chapter 7. Chapter 2 has a quick
refresher on some of the required background needed from statistics for the proper understanding
of the material in this book. For an advanced undergraduate/masters class not requiring matrix
algebra, one can structure a course based on Chapter 1; Section on descriptive statistics;
Chapters 3-6; Section on simultaneous equations; and Chapter 14 on time-series analysis.
This b