This book, "Econometrics" by Professor Badi H. Baltagi, is designed for a first-year graduate course in econometrics but can also be used in advanced undergraduate classes. It covers fundamental econometric methods and their underlying assumptions, focusing on estimation, hypothesis testing, and prediction. The book includes empirical illustrations using various econometric software packages such as EViews, SAS, STATA, TSP, SHAZAM, Microfit, PcGive, LIMDEP, and GAUSS. It emphasizes practical applications, such as testing economic theories, forecasting, and simulating policy changes. The author provides a balance between rigorous theoretical proofs and empirical examples, making complex material accessible. The book includes theoretical problems and empirical exercises to enhance understanding and encourages readers to consult additional resources for further study. The preface acknowledges the influence of several key econometricians and educators, and the references section lists classic and contemporary texts in the field.This book, "Econometrics" by Professor Badi H. Baltagi, is designed for a first-year graduate course in econometrics but can also be used in advanced undergraduate classes. It covers fundamental econometric methods and their underlying assumptions, focusing on estimation, hypothesis testing, and prediction. The book includes empirical illustrations using various econometric software packages such as EViews, SAS, STATA, TSP, SHAZAM, Microfit, PcGive, LIMDEP, and GAUSS. It emphasizes practical applications, such as testing economic theories, forecasting, and simulating policy changes. The author provides a balance between rigorous theoretical proofs and empirical examples, making complex material accessible. The book includes theoretical problems and empirical exercises to enhance understanding and encourages readers to consult additional resources for further study. The preface acknowledges the influence of several key econometricians and educators, and the references section lists classic and contemporary texts in the field.