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2015-09-28

1) Econometrics
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. 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.

The 4th edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables and illustrates with an example on crime using Stata. Moreover, it updates panel data methods illustrating dynamic panel data methods with Stata using dynamic demand for cigarettes in US states. Other chapters that are updated with empirical examples include the limited dependent variable chapter.

Table of contents :
Front Matter....Pages I-XV
Front Matter....Pages 1-1
What Is Econometrics?....Pages 3-11
Basic Statistical Concepts....Pages 13-47
Simple Linear Regression....Pages 49-72
Multiple Regression Analysis....Pages 73-93
Violations of the Classical Assumptions....Pages 95-128
Distributed Lags and Dynamic Models....Pages 129-145
Front Matter....Pages 147-147
The General Linear Model: The Basics....Pages 149-175
Regression Diagnostics and Specification Tests....Pages 177-220
Generalized Least Squares....Pages 221-236
Seemingly Unrelated Regressions....Pages 237-251
Simultaneous Equations Model....Pages 253-294
Pooling Time-Series of Cross-Section Data....Pages 295-322
Limited Dependent Variables....Pages 323-354
Time-Series Analysis....Pages 355-377
Back Matter....Pages 379-392



2) Solution Manual


This Third Edition updates the "Solutions Manual for Econometrics" to match the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.




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Econometrics (Solutions Manual)-Springer-Verlag Berlin Heidelberg (2015).rar
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