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.

“A most useful text for an econometrics course. There are not many introductions to econometrics which approach the relevant material so consistently from the viewpoint of the student. The book is also well suited for self study and can be recommended to everybody who is in need to quickly acquire the basics of the field.”

Prof. Walter Krämer, University of Dortmund

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Badi H. Baltagi is distinguished Professor of Economics, and Senior  Research Associate at the Center for Policy Research, Syracuse  University. He received his Ph.D. in Economics at the University of 
Pennsylvania in 1979. Before joining Syracuse University, he served on the faculty at the University of Houston and Texas A&M University. He is a fellow of the Journal of Econometrics and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory.

Badi H. Baltagi 是一位著名的计量经济学家，现在任教于雪城大学。他的专长领域在面板数据计量经济学，培养出不少杰出的计量经济学家，比如华人著名计量经济学家李奇的博士论文导师就是Badi H. Baltagi 。