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1、EconometricsBadiH.BaltagiEconometricsFourthEdition123ProfessorBadiH.BaltagiSyracuseUniversityCenterforPolicyResearch426EggersHallSyracuse,NY13244-1020USAbbaltagi@maxwell.syr.eduISBN978-3-540-76515-8e-ISBN978-3-540-76516-5DOI10.1007/978-3-540-76516-5LibraryofCon
2、gressControlNumber:2007939803c2008Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproduc
3、tiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violationsareliablet
4、oprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneralu
5、se.Production:LE-TEXJelonek,Schmidt&VöcklerGbR,LeipzigCoverdesign:WMXDesignGmbH,HeidelbergPrintedonacid-freepaper987654321springer.comToMyWifePhyllisPrefaceThisbookisintendedforafirstyeargraduatecourseineconometrics.Coursesrequiringmatrixalgebraasapre-requisitet
6、oeconometricscanstartwithChapter7.Chapter2hasaquickrefresheronsomeoftherequiredbackgroundneededfromstatisticsfortheproperunderstandingofthematerialinthisbook.Foranadvancedundergraduate/mastersclassnotrequiringmatrixalgebra,onecanstructureacoursebasedonChapter1;
7、Section2.6ondescriptivestatistics;Chapters3-6;Section11.1onsimultaneousequations;andChapter14ontime-seriesanalysis.Thisbookteachessomeofthebasiceconometricmethodsandtheunderlyingassumptionsbehindthem.Estimation,hypothesestestingandpredictionarethreerecurrentthe
8、mesinthisbook.Someusesofeconometricmethodsinclude(i)empiricaltestingofeconomicthe-ory,whetheritisthepermanentincomeconsumptiontheoryorpurchasingpowerparity,(ii)forecasting,w
