Introductory econometrics : a modern approach

Wooldridge, Jeffrey M., 1960- author

Publication Details Click to collapse Cite/Export

  • Creator Jeffrey M. Wooldridge
  • Format Books
  • Publication Seventh edition. Boston, MA : Cengage, [2020] ©2020
  • Physical Details
    • xxii, 826 pages : illustrations ; 27 cm
  • ISBNs 1337558869, 9781337558860
  • OCLC on1030403996

Notes

  • Includes bibliographical references (pages 791-796) and index.

Contents

  • The nature of econometrics and economic date -- Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regression analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression analysis: further issues ; Multiple regression analysis with qualitative information ; Heteroskedasticity ; More on specification and data issues -- Regression analysis with time series data. Basic regression analysis with time series data ; Further issues in using OLS with time series data ; Serial correlation and heteroskedasticity in time series regressions -- Advances topics. Pooling cross sections across time : simple panel data methods ; Advanced panel data methods ; Instrumental variables estimation and two-stage least squares ; Simultaneous equations models ; Limited dependent variable models and sample selection corrections ; Advanced time series topics ; Carrying out an empirical project
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