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1、EconometricsBadiH.BaltagiEconometricsFourthEdition123ProfessorBadiH.BaltagiSyracuseUniversityCenterforPolicyResearch426EggersHallSyracuse,NY13244-1020USAbbaltagi@maxwell.syr.eduISBN978-3-540-76515-8e-ISBN978-3-540-76516-5DOI10.1007/978-3-540-76516-5Libraryo
2、fCongressControlNumber:2007939803c2008Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,
3、reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violatio
4、nsareliabletoprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandtherefor
5、efreeforgeneraluse.Production:LE-TEXJelonek,Schmidt&VöcklerGbR,LeipzigCoverdesign:WMXDesignGmbH,HeidelbergPrintedonacid-freepaper987654321springer.comToMyWifePhyllisPrefaceThisbookisintendedforafirstyeargraduatecourseineconometrics.Coursesrequiringmatrixalge
6、braasapre-requisitetoeconometricscanstartwithChapter7.Chapter2hasaquickrefresheronsomeoftherequiredbackgroundneededfromstatisticsfortheproperunderstandingofthematerialinthisbook.Foranadvancedundergraduate/mastersclassnotrequiringmatrixalgebra,onecanstructur
7、eacoursebasedonChapter1;Section2.6ondescriptivestatistics;Chapters3-6;Section11.1onsimultaneousequations;andChapter14ontime-seriesanalysis.Thisbookteachessomeofthebasiceconometricmethodsandtheunderlyingassumptionsbehindthem.Estimation,hypothesestestingandpr
8、edictionarethreerecurrentthemesinthisbook.Someusesofeconometricmethodsinclude(i)empiricaltestingofeconomicthe-ory,whetheritisthepermanentincomeconsumptiontheoryorpurchasingpowerparity,(ii)forecasting,w
