Verfügbarkeit: Econometrics :: THWS Bibkatalog

Econometrics:

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Baltagi, Badi H. 1954- (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Berlin [u.a.] Springer 2008
Ausgabe:	4. ed.
Schlagworte:	Econometría Économétrie Econometrics Ökonometrie Lehrbuch
Online-Zugang:	Inhaltsverzeichnis Inhaltsverzeichnis Klappentext
Beschreibung:	XV, 392 S. graph. Darst. 242 mm x 193 mm
ISBN:	3540765158 9783540765158

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV023029199
003	DE-604
005	20091211
007	t
008	071130s2008 gw d\|\|\| \|\|\|\| 00\|\|\| eng d
015			\|a 07,N44,0375 \|2 dnb
016	7		\|a 985929715 \|2 DE-101
020			\|a 3540765158 \|c Pb. : ca. EUR 42.75 (freier Pr.), ca. sfr 70.00 (freier Pr.) \|9 3-540-76515-8
020			\|a 9783540765158 \|c Pb. : ca. EUR 42.75 (freier Pr.), ca. sfr 70.00 (freier Pr.) \|9 978-3-540-76515-8
024	3		\|a 9783540765158
028	5	2	\|a 12186174
035			\|a (OCoLC)183259583
035			\|a (DE-599)DNB985929715
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a eng
044			\|a gw \|c XA-DE-BE
049			\|a DE-92 \|a DE-1051 \|a DE-355 \|a DE-1047 \|a DE-1102 \|a DE-703 \|a DE-19 \|a DE-706 \|a DE-521 \|a DE-91 \|a DE-573 \|a DE-M382 \|a DE-945 \|a DE-2070s \|a DE-188
050		0	\|a HB139
082	0		\|a 330.015195 \|2 22/ger
082	0		\|a 330.015195 \|b B3E2 2008 \|2 22
082	0		\|a 330.015195 \|2 22
084			\|a QH 300 \|0 (DE-625)141566: \|2 rvk
084			\|a QH 310 \|0 (DE-625)141567: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a WIR 017f \|2 stub
084			\|a MAT 902f \|2 stub
084			\|a 330 \|2 sdnb
100	1		\|a Baltagi, Badi H. \|d 1954- \|e Verfasser \|0 (DE-588)128356812 \|4 aut
245	1	0	\|a Econometrics \|c Badi H. Baltagi
250			\|a 4. ed.
264		1	\|a Berlin [u.a.] \|b Springer \|c 2008
300			\|a XV, 392 S. \|b graph. Darst. \|c 242 mm x 193 mm
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
650		7	\|a Econometría \|2 lemb
650		4	\|a Économétrie
650		4	\|a Econometrics
650	0	7	\|a Ökonometrie \|0 (DE-588)4132280-0 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4123623-3 \|a Lehrbuch \|2 gnd-content
689	0	0	\|a Ökonometrie \|0 (DE-588)4132280-0 \|D s
689	0		\|5 DE-604
776	0	8	\|i Erscheint auch als \|n Online-Ausgabe \|z 978-3-540-76516-5
856	4	2	\|u http://d-nb.info/985929715/04 \|3 Inhaltsverzeichnis
856	4	2	\|m Digitalisierung UB Regensburg \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Digitalisierung UB Regensburg \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Klappentext
999			\|a oai:aleph.bib-bvb.de:BVB01-016233111

Datensatz im Suchindex

_version_	1804137252852334592
adam_text	Table of Contents Preface VII Table of Contents XI Part I 1 1 What Is Econometrics? 3 1.1 Introduction ...................................... 3 1.2 A Brief History .................................... Г, 1.3 Critiques of Econometrics ............................... 7 1.4 Looking Ahead ..................................... 8 Notes ............................................. 9 References ........................................... 10 2 Basic Statistical Concepts 13 2.1 Introduction ...................................... 13 2.2 Methods of Estimation ................................ 13 2.3 Properties of Estimators ............................... l(i 2.4 Hypothesis Testing .................................. 21 2.5 Confidence Intervals .................................. 30 2.6 Descriptive Statistics ................................. 31 Xotes ............................................. 36 Problems ........................................... 36 References ........................................... 42 Appendix ........................................... 42 3 Simple Linear Regression 49 3.1 Introduction ...................................... 49 3.2 Least Squares Estimation and the Classical Assumptions ............. 50 3.3 Statistical Properties of Least Squares ........................ ΰό 3.4 Estimation of it .................................... 56 3.5 Maximum Likelihood Estimation ........................... 57 3.6 A Measure of Fit ................................... 5* 3.7 Prediction ....................................... 60 3.i< Residual Analysis ................................... 60 3.9 Numerical Example .................................. (¡3 3.10 Empirical Example .................................. (j 1 Problems ........................................... 67 References ........................................... 71 Appendix .......................................... I _ Multiple Regression Analysis 73 4.1 Introduction ...................................... 73 XII Table of Contents 4.2 Least Squares Estimation ............................... 73 4.3 Residual Interpretation of Multiple Regression Estimates ............. 75 4.4 Overspecification and Underspecification of the Regression Equation ....... 76 4.5 R-Squared versus R-Bar-Squared .......................... 78 4.6 Testing Linear Restrictions .............................. 78 4.7 Dummy Variables ................................... 81 Note .............................................. 85 Problems ........................................... 85 References ........................................... 91 Appendix ........................................... 92 5 Violations of the Classical Assumptions 95 5.1 Introduction ...................................... 95 5.2 The Zero Mean Assumption ............................. 95 5.3 Stochastic Explanatory Variables .......................... 96 5.4 Normality of the Disturbances ............................ 98 5.5 Heteroskedasticity ................................... 98 5.6 Autocorrelation .................................... 109 Notes ............................................. 119 Problems ........................................... 120 References ........................................... 126 6 Distributed Lags and Dynamic Models 129 6.1 Introduction ...................................... 129 6.2 Infinite Distributed Lag ................................ 135 6.2.1 Adaptive Expectations Model (AEM) .................... 136 6.2.2 Partial Adjustment Model (РАМ) ...................... 137 6.3 Estimation and Testing of Dynamic Models with Serial Correlation ....... 137 6.3.1 A Lagged Dependent Variable Model with AR(1) Disturbances ..... 138 6.3.2 A Lagged Dependent Variable Model with MA(1) Disturbances ..... 140 6.4 Autoregressive Distributed Lag ............................ 141 Note .............................................. 142 Problems ...........................................142 References ...........................................144 Part II 147 7 The General Linear Model: The Basics 149 7.1 Introduction ..................... 149 7.2 Least Squares Estimation ............... 149 7.3 Partitioned Regression and the Frisch-Waugh-Lovell Theorem ..........152 7.4 Maximum Likelihood Estimation ...........................154 7.5 Prediction ................... 157 7.6 Confidence Intervals and Test of Hypotheses ....................158 7.7 Joint Confidence Intervals and Test of Hypotheses .................158 Table of Contents XIII 7.8 Restricted MLE and Restricted Least Squares ...................159 7.9 Likelihood Ratio, Wald and Lagrange Multiplier Tests ...............160 Notes .............................................165 Problems ...........................................165 References ...........................................170 Appendix ...........................................171 8 Regression Diagnostics and Specification Tests 177 8.1 Influential Observations ................................177 8.2 Recursive Residuals ..................................185 8.3 Specification Tests ...................................194 8.4 Nonlinear Least Squares and the Gauss-Newton Regression ............204 8.5 Testing Linear versus Log-Linear Functional Form .................212 Notes .............................................214 Problems ...........................................214 References ...........................................218 9 Generalized Least Squares 221 9.1 Introduction ......................................221 9.2 Generalized Least Squares ..............................221 9.3 Special Forms of Ω ..................................223 9.4 Maximum Likelihood Estimation ...........................224 9.5 Test of Hypotheses ..................................224 9.6 Prediction .......................................225 9.7 Unknown Ω ......................................225 9.8 The W, LR and LM Statistics Revisited ......................226 9.9 Spatial Error Correlation ...............................228 Note ..............................................229 Problems ...........................................230 References ...........................................234 10 Seemingly Unrelated Regressions 237 10.1 Introduction ......................................237 10.2 Feasible GLS Estimation ...............................239 10.3 Testing Diagonality of the Variance-Covariance Matrix ..............242 10.4 Seemingly Unrelated Regressions with Unequal Observations ...........242 10.5 Empirical Example ..................................244 Problems ...........................................245 References ...........................................249 11 Simultaneous Equations Model 253 11.1 Introduction ......................................253 11.1.1 Simultaneous Bias ...............................253 11.1.2 The Identification Problem ..........................256 11.2 Single Equation Estimation: Two-Stage Least Squares ...............259 11.2.1 Spatial Lag Dependence ...........................266 XIV Table of Contents 11.3 System Estimation: Three-Stage Least Squares ...................267 11.4 Test for Over-Identification Restrictions .......................269 11.5 Hausman s Specification Test .............................271 11.6 Empirical Example: Crime in North Carolina ....................273 Notes ............................................. 277 Problems ...........................................277 References ...........................................287 Appendix ...........................................289 12 Pooling Time-Series of Cross-Section Data 295 12.1 Introduction ......................................295 12.2 The Error Components Model ............................295 12.2.1 The Fixed Effects Model ...........................296 12.2.2 The Random Effects Model .........................298 12.2.3 Maximum Likelihood Estimation ......................302 12.3 Prediction .......................................303 12.4 Empirical Example ..................................303 12.5 Testing in a Pooled Model ..............................307 12.6 Dynamic Panel Data Models .............................311 12.6.1 Empirical Illustration .............................314 12.7 Program Evaluation and Difference-in-Differences Estimator ...........316 12.7.1 The Difference-in-Differences Estimator ...................317 Problems ...........................................317 References ...........................................320 13 Limited Dependent Variables 323 13.1 Introduction ......................................323 13.2 The Linear Probability Model ............................323 13.3 Functional Form: Logit and Probit ..........................324 13.4 Grouped Data .....................................326 13.5 Individual Data: Probit and Logit ..........................331 13.6 The Binary Response Model Regression .......................332 13.7 Asymptotic Variances for Predictions and Marginal Effects ............334 13.8 Goodness of Fit Measures ...............................334 13.9 Empirical Examples ..................................335 13.10 Multinomial Choice Models ..............................339 13.10.1 Ordered Response Models ..........................339 13.10.2 Unordered Response Models .........................340 13.11 The Censored Regression Model ...........................341 13.12 The Truncated Regression Model ..........................344 13.13 Sample Selectivity ...................................345 Notes .............................................347 Problems ..........................................347 References ............................ 351 Appendix ...........................................353 Table of Contents XV 14 Time-Series Analysis 355 14.1 Introduction ......................................355 14.2 Stationarity ......................................355 14.3 The Box and Jenkins Method ............................356 14.4 Vector Autoregression.................................360 14.5 Unit Roots .......................................361 14.6 Trend Stationary versus Difference Stationary ...................365 14.7 Cointegration .....................................366 14.8 Autoregressive Conditional Heteroskedasticity ...................368 Note ..............................................371 Problems ...........................................371 References ...........................................375 Appendix 379 List of Figures 385 List of Tables 387 Index 389 ВАШ Н. BAIT. is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse Uni¬ versity. 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 Econo¬ metric Theory. baltag 1 ■ Econometrics Ш 4th Edition 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, specifica¬ tion testing and time series analysis. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illus¬ tration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.
adam_txt	Table of Contents Preface VII Table of Contents XI Part I 1 1 What Is Econometrics? 3 1.1 Introduction . 3 1.2 A Brief History . Г, 1.3 Critiques of Econometrics . 7 1.4 Looking Ahead . 8 Notes . 9 References . 10 2 Basic Statistical Concepts 13 2.1 Introduction . 13 2.2 Methods of Estimation . 13 2.3 Properties of Estimators . l(i 2.4 Hypothesis Testing . 21 2.5 Confidence Intervals . 30 2.6 Descriptive Statistics . 31 Xotes . 36 Problems . 36 References . 42 Appendix . 42 3 Simple Linear Regression 49 3.1 Introduction . 49 3.2 Least Squares Estimation and the Classical Assumptions . 50 3.3 Statistical Properties of Least Squares . ΰό 3.4 Estimation of it" . 56 3.5 Maximum Likelihood Estimation . 57 3.6 A Measure of Fit . 5* 3.7 Prediction . 60 3.i< Residual Analysis . 60 3.9 Numerical Example . (¡3 3.10 Empirical Example . (j 1 Problems . 67 References . 71 Appendix . I _ Multiple Regression Analysis 73 4.1 Introduction . 73 XII Table of Contents 4.2 Least Squares Estimation . 73 4.3 Residual Interpretation of Multiple Regression Estimates . 75 4.4 Overspecification and Underspecification of the Regression Equation . 76 4.5 R-Squared versus R-Bar-Squared . 78 4.6 Testing Linear Restrictions . 78 4.7 Dummy Variables . 81 Note . 85 Problems . 85 References . 91 Appendix . 92 5 Violations of the Classical Assumptions 95 5.1 Introduction . 95 5.2 The Zero Mean Assumption . 95 5.3 Stochastic Explanatory Variables . 96 5.4 Normality of the Disturbances . 98 5.5 Heteroskedasticity . 98 5.6 Autocorrelation . 109 Notes . 119 Problems . 120 References . 126 6 Distributed Lags and Dynamic Models 129 6.1 Introduction . 129 6.2 Infinite Distributed Lag . 135 6.2.1 Adaptive Expectations Model (AEM) . 136 6.2.2 Partial Adjustment Model (РАМ) . 137 6.3 Estimation and Testing of Dynamic Models with Serial Correlation . 137 6.3.1 A Lagged Dependent Variable Model with AR(1) Disturbances . 138 6.3.2 A Lagged Dependent Variable Model with MA(1) Disturbances . 140 6.4 Autoregressive Distributed Lag . 141 Note . 142 Problems .142 References .144 Part II 147 7 The General Linear Model: The Basics 149 7.1 Introduction . 149 7.2 Least Squares Estimation . 149 7.3 Partitioned Regression and the Frisch-Waugh-Lovell Theorem .152 7.4 Maximum Likelihood Estimation .154 7.5 Prediction . 157 7.6 Confidence Intervals and Test of Hypotheses .158 7.7 Joint Confidence Intervals and Test of Hypotheses .158 Table of Contents XIII 7.8 Restricted MLE and Restricted Least Squares .159 7.9 Likelihood Ratio, Wald and Lagrange Multiplier Tests .160 Notes .165 Problems .165 References .170 Appendix .171 8 Regression Diagnostics and Specification Tests 177 8.1 Influential Observations .177 8.2 Recursive Residuals .185 8.3 Specification Tests .194 8.4 Nonlinear Least Squares and the Gauss-Newton Regression .204 8.5 Testing Linear versus Log-Linear Functional Form .212 Notes .214 Problems .214 References .218 9 Generalized Least Squares 221 9.1 Introduction .221 9.2 Generalized Least Squares .221 9.3 Special Forms of Ω .223 9.4 Maximum Likelihood Estimation .224 9.5 Test of Hypotheses .224 9.6 Prediction .225 9.7 Unknown Ω .225 9.8 The W, LR and LM Statistics Revisited .226 9.9 Spatial Error Correlation .228 Note .229 Problems .230 References .234 10 Seemingly Unrelated Regressions 237 10.1 Introduction .237 10.2 Feasible GLS Estimation .239 10.3 Testing Diagonality of the Variance-Covariance Matrix .242 10.4 Seemingly Unrelated Regressions with Unequal Observations .242 10.5 Empirical Example .244 Problems .245 References .249 11 Simultaneous Equations Model 253 11.1 Introduction .253 11.1.1 Simultaneous Bias .253 11.1.2 The Identification Problem .256 11.2 Single Equation Estimation: Two-Stage Least Squares .259 11.2.1 Spatial Lag Dependence .266 XIV Table of Contents 11.3 System Estimation: Three-Stage Least Squares .267 11.4 Test for Over-Identification Restrictions .269 11.5 Hausman's Specification Test .271 11.6 Empirical Example: Crime in North Carolina .273 Notes . 277 Problems .277 References .287 Appendix .289 12 Pooling Time-Series of Cross-Section Data 295 12.1 Introduction .295 12.2 The Error Components Model .295 12.2.1 The Fixed Effects Model .296 12.2.2 The Random Effects Model .298 12.2.3 Maximum Likelihood Estimation .302 12.3 Prediction .303 12.4 Empirical Example .303 12.5 Testing in a Pooled Model .307 12.6 Dynamic Panel Data Models .311 12.6.1 Empirical Illustration .314 12.7 Program Evaluation and Difference-in-Differences Estimator .316 12.7.1 The Difference-in-Differences Estimator .317 Problems .317 References .320 13 Limited Dependent Variables 323 13.1 Introduction .323 13.2 The Linear Probability Model .323 13.3 Functional Form: Logit and Probit .324 13.4 Grouped Data .326 13.5 Individual Data: Probit and Logit .331 13.6 The Binary Response Model Regression .332 13.7 Asymptotic Variances for Predictions and Marginal Effects .334 13.8 Goodness of Fit Measures .334 13.9 Empirical Examples .335 13.10 Multinomial Choice Models .339 13.10.1 Ordered Response Models .339 13.10.2 Unordered Response Models .340 13.11 The Censored Regression Model .341 13.12 The Truncated Regression Model .344 13.13 Sample Selectivity .345 Notes .347 Problems .347 References . 351 Appendix .353 Table of Contents XV 14 Time-Series Analysis 355 14.1 Introduction .355 14.2 Stationarity .355 14.3 The Box and Jenkins Method .356 14.4 Vector Autoregression.360 14.5 Unit Roots .361 14.6 Trend Stationary versus Difference Stationary .365 14.7 Cointegration .366 14.8 Autoregressive Conditional Heteroskedasticity .368 Note .371 Problems .371 References .375 Appendix 379 List of Figures 385 List of Tables 387 Index 389 ВАШ Н. BAIT. is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse Uni¬ versity. 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 Econo¬ metric Theory. baltag 1 ■ Econometrics Ш 4th Edition 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, specifica¬ tion testing and time series analysis. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. Each chapter has a set of theoretical exercises as well as an empirical illus¬ tration using a real economic application. These empirical exercises usually replicate a published article using Stata or Eviews.
any_adam_object	1
any_adam_object_boolean	1
author	Baltagi, Badi H. 1954-
author_GND	(DE-588)128356812
author_facet	Baltagi, Badi H. 1954-
author_role	aut
author_sort	Baltagi, Badi H. 1954-
author_variant	b h b bh bhb
building	Verbundindex
bvnumber	BV023029199
callnumber-first	H - Social Science
callnumber-label	HB139
callnumber-raw	HB139
callnumber-search	HB139
callnumber-sort	HB 3139
callnumber-subject	HB - Economic Theory and Demography
classification_rvk	QH 300 QH 310 SK 980
classification_tum	WIR 017f MAT 902f
ctrlnum	(OCoLC)183259583 (DE-599)DNB985929715
dewey-full	330.015195
dewey-hundreds	300 - Social sciences
dewey-ones	330 - Economics
dewey-raw	330.015195
dewey-search	330.015195
dewey-sort	3330.015195
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
discipline_str_mv	Mathematik Wirtschaftswissenschaften
edition	4. ed.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02470nam a2200589 c 4500</leader><controlfield tag="001">BV023029199</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20091211 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">071130s2008 gw d\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">07,N44,0375</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">985929715</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540765158</subfield><subfield code="c">Pb. : ca. EUR 42.75 (freier Pr.), ca. sfr 70.00 (freier Pr.)</subfield><subfield code="9">3-540-76515-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783540765158</subfield><subfield code="c">Pb. : ca. EUR 42.75 (freier Pr.), ca. sfr 70.00 (freier Pr.)</subfield><subfield code="9">978-3-540-76515-8</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783540765158</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">12186174</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)183259583</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB985929715</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-1047</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-M382</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB139</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield><subfield code="b">B3E2 2008</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 310</subfield><subfield code="0">(DE-625)141567:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 017f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Baltagi, Badi H.</subfield><subfield code="d">1954-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128356812</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Econometrics</subfield><subfield code="c">Badi H. Baltagi</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">4. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XV, 392 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">242 mm x 193 mm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometría</subfield><subfield code="2">lemb</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Économétrie</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4123623-3</subfield><subfield code="a">Lehrbuch</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-540-76516-5</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="u">http://d-nb.info/985929715/04</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016233111</subfield></datafield></record></collection>
genre	(DE-588)4123623-3 Lehrbuch gnd-content
genre_facet	Lehrbuch
id	DE-604.BV023029199
illustrated	Illustrated
index_date	2024-07-02T19:16:18Z
indexdate	2024-07-09T21:09:21Z
institution	BVB
isbn	3540765158 9783540765158
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-016233111
oclc_num	183259583
open_access_boolean
owner	DE-92 DE-1051 DE-355 DE-BY-UBR DE-1047 DE-1102 DE-703 DE-19 DE-BY-UBM DE-706 DE-521 DE-91 DE-BY-TUM DE-573 DE-M382 DE-945 DE-2070s DE-188
owner_facet	DE-92 DE-1051 DE-355 DE-BY-UBR DE-1047 DE-1102 DE-703 DE-19 DE-BY-UBM DE-706 DE-521 DE-91 DE-BY-TUM DE-573 DE-M382 DE-945 DE-2070s DE-188
physical	XV, 392 S. graph. Darst. 242 mm x 193 mm
publishDate	2008
publishDateSearch	2008
publishDateSort	2008
publisher	Springer
record_format	marc
spelling	Baltagi, Badi H. 1954- Verfasser (DE-588)128356812 aut Econometrics Badi H. Baltagi 4. ed. Berlin [u.a.] Springer 2008 XV, 392 S. graph. Darst. 242 mm x 193 mm txt rdacontent n rdamedia nc rdacarrier Econometría lemb Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Erscheint auch als Online-Ausgabe 978-3-540-76516-5 http://d-nb.info/985929715/04 Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext
spellingShingle	Baltagi, Badi H. 1954- Econometrics Econometría lemb Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd
subject_GND	(DE-588)4132280-0 (DE-588)4123623-3
title	Econometrics
title_auth	Econometrics
title_exact_search	Econometrics
title_exact_search_txtP	Econometrics
title_full	Econometrics Badi H. Baltagi
title_fullStr	Econometrics Badi H. Baltagi
title_full_unstemmed	Econometrics Badi H. Baltagi
title_short	Econometrics
title_sort	econometrics
topic	Econometría lemb Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd
topic_facet	Econometría Économétrie Econometrics Ökonometrie Lehrbuch
url	http://d-nb.info/985929715/04 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016233111&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT baltagibadih econometrics

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Inhaltsverzeichnis
Inhaltsverzeichnis

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge