Econometrics (Springer Texts in Business and Economics) 5th Edition by Badi H. Baltagi (PDF)

Description

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 empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.

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⭐パネルデータ分析の専門家Baltagiによる初級計量経済学テキストです。ユーザー視点を重視したテキストなので，最低限の数式で，必要な計量経済学的手法を学べることができます。日本語テキストのように紙面の制限がないため，冗長と思えるほど丁寧な解説があり，初学者でもしっかり勉強できます。英語も読みやすいです。

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