本書是一本計(jì)量經(jīng)濟(jì)學(xué)基本理論的綜合參考書，它一方面關(guān)注計(jì)量經(jīng)濟(jì)學(xué)各領(lǐng)域的基本問(wèn)題，另一方面也為實(shí)證研究中常常遇到的困惑提供了解答。本書的每一章都由國(guó)際知名的專家撰寫，并且綜合了該領(lǐng)域中的最新研究成果，而這些新的進(jìn)展往往是標(biāo)準(zhǔn)的計(jì)量經(jīng)濟(jì)學(xué)教科書通常并不涉及的。
對(duì)于需要迅速了解計(jì)量經(jīng)濟(jì)學(xué)的基本理論的讀者來(lái)說(shuō)，本書是一本優(yōu)秀的參考書。本書的每一章都提供了相關(guān)主題的清楚的信息，并指出了進(jìn)一步閱讀的方向。本書所包括的重要的主題有：序列相關(guān)、異方差、非參數(shù)和半?yún)?shù)模型、計(jì)數(shù)數(shù)據(jù)和面板數(shù)據(jù)回歸模型及空間相關(guān)等。
Badi H.Baltagi是Texas A & M大學(xué)的人文學(xué)科George Summey Jr.教授及經(jīng)濟(jì)學(xué)教授。他是《計(jì)量經(jīng)濟(jì)學(xué)雜志》的編委和會(huì)員、《計(jì)量經(jīng)濟(jì)評(píng)論》的編委及《實(shí)證經(jīng)濟(jì)學(xué)》的主編，曾獲得經(jīng)濟(jì)計(jì)量理論的Multa Scripsit獎(jiǎng)。Baltagi教授著有《面板數(shù)據(jù)分析》、《面板數(shù)據(jù)的經(jīng)濟(jì)計(jì)量分析》和《計(jì)量經(jīng)濟(jì)學(xué)》（第2版）等著作，并已經(jīng)在國(guó)際知名的雜志上發(fā)表了70多篇論文。
List of Figures
List of Tables
List of Contributors
Preface
List of Abbreviations
Introduction
1 Artificial Regressions
Russell Davidson and James G.MacKinnon
2 General Hypothesis Testing
Anil K.Bera and Gamini Premaratne
3 Serial Correlation
Maxwell L.King
4 Heteroskedasticity
William E.Griffiths
5 Seemingly Unrelated Regression
Denxil G.Fiebig
6 Simultaneous Equation Model Estimators:Statistical Properties and Practical Implications
Roberto S.Mariano
7 Identification in Parametric Models
Paul Bekker and Tom Wansbeek
8 Measurement Error and Latent Variables
Tom Wansbeek and Erik Meijer
9 Diagnostic Testing
Jeffrey M.Wooldridge
10 Basic Elements of Asymptotic Theory
Benedidt M.Potscher and Ingmar R.Prucha
11 Generalized Method of Moments
Alastair R.Hall
12 Collinearity
R.Carter Hill and Lee C.Adkins
13 Nonnested Hypothesis Testing:An Overview
M.Hashem Pesaran and Melvyn Weeks
14 Spatial Econometrics
Luc Anselin
15 Essentials of Count Data Regression
A.Colin Cameron and Pravin K.Trivedi
16 Panes Data Models
Cheng Hsiao
……
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