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Poslední úprava: NETUKAM (09.10.2012)
Also available in English: Advanced Econometrics. |
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Poslední úprava: NETUKAM (09.10.2012)
Baltagi, Badi H. Econometrics. 3nd ed. Springer 2002, 401 p. Berndt, Ernst. The Practice of Econometrics. Classic and Contemporary. Addison Wesley 1991. 702 p.
Textbooks similar to Baltagi's Econometrics: Johnston, Jack - DiNardo, John: Econometric Methods. 4 th ed., McGraw-Hill/Irwin, 1997, 549 s. Greene, William H. Econometric Analysis. 5th ed. Prentice Hall, 2003, 1056 s.
Panel Data Models - tips for further reading: Baltagi, Badi H. Econometric Analysis of panel Data. 2nd ed. Wiley 2001. 293 p. Wooldridge, Jeffrey. Econometric Analysis of Cross Section and Panel Data. MIT Press 2001. 740 p. |
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Poslední úprava: doc. PhDr. Jozef Baruník, Ph.D. (14.09.2020)
Assignments: 0 - 15% |
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Poslední úprava: NETUKAM (09.10.2012)
Introduction, notation Estimation of parameters Empirical examples Testing diagonality of the variance-covariance matrix Test of linear restrictions in SUR II. Simultaneous Equations Models Introduction, simultaneous bias, notation Problem of identification (rank and order condition) Estimation (Two-Stage Least Squares, Three-Stage Least Squares) Hausman's specification test Empirical examples III. Panel Data Models Introduction, notation The error component models (fixed effects and random effects models] Empirical examples IV. Qualitative & limited dependent variable models |