Ship-Ship-Hooray! Free Shipping on $25+ Details >
Introductory Econometrics : A Modern Approach

Introductory Econometrics : A Modern Approach - 2nd edition

Introductory Econometrics : A Modern Approach - 2nd edition

ISBN13: 9780324113648

ISBN10: 0324113641

Introductory Econometrics : A Modern Approach by Jeffrey M. Wooldridge - ISBN 9780324113648
Edition: 2ND 03
Copyright: 2003
Publisher: South-Western Publishing Co.
Published: 2003
International: No
Introductory Econometrics : A Modern Approach by Jeffrey M. Wooldridge - ISBN 9780324113648

ISBN13: 9780324113648

ISBN10: 0324113641

Edition: 2ND 03

Summary

The modern approach of this book recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the content, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

Table of Contents

Table of Contents

1. The Nature of Econometrics and Economic Data.

PART I:. REGRESSION ANALYSIS WITH CROSS SECTION DATA. 2. The Simple Regression Model. 3. Multiple Regression Analysis: Estimation. 4. Multiple Regression Analysis: Inference. 5. Multiple Regression Analysis: OLS Asymptotics. 6. Multiple Regression Analysis: Further Issues. 7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables. 8. Heteroskedasticity. 9. More on Specification and Data Problems.

PART II: REGRESSION ANALYSIS WITH TIME SERIES DATA. 10. Basic Regression Analysis with Time Series Data. 11. Further Issues in Using OLS with Time Series Data. 12. Serial Correlation and Heteroskedasticity in Time Series Regressions.

PART III: ADVANCED TOPICS. 13. Polling Cross Sections Across Time: Simple Panel Data Methods. 14. Advanced Panel Data Methods. 15. Instrumental Variables Estimation and Two State Least Squares. 16. Introduction to Simultaneous Equations Models. 17. Limited Dependent Variable Models and Sample Selection Corrections. 18. Advanced Time Series Topics. 19. Carrying Out an Empirical Project.