Introductory econometrics : a modern approach

Bibliographic Information

Introductory econometrics : a modern approach

Jeffrey M. Wooldridge

South-Western Cengage Learning, c2013

5th ed., international ed

Available at  / 58 libraries

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Note

Bibliography: p. 832-837

Includes index

Description and Table of Contents

Description

Discover how empirical researchers today actually think about and apply econometric methods with the practical, professional approach in Wooldridge's Introductory Econometrics, 5E, International Edition. Unlike traditional books on the subject, Introductory Econometrics, 5E, International Edition's unique presentation demonstrates how econometrics has moved beyond just a set of abstract tools to become a genuinely useful tool for answering questions in business, policy evaluation, and forecasting environments. Organized around the type of data being analyzed, the book uses a systematic approach that only introduces assumptions as they are needed, which makes the material easier to understand and ultimately leads to better econometric practices. Packed with timely, relevant applications, the text emphasizes incorporates close to 100 intriguing data sets in six formats and offers updates that reflect the latest emerging developments in the field.

Table of Contents

1. The Nature of Econometrics and Economic Data. Part I: REGRESSION ANALYSIS WITH CROSS-SECTIONAL 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. Pooling Cross Sections across Time: Simple Panel Data Methods. 14. Advanced Panel Data Methods. 15. Instrumental Variables Estimation and Two Stage Least Squares. 16. Simultaneous Equations Models. 17. Limited Dependent Variable Models and Sample Selection Corrections. 18. Advanced Time Series Topics. 19. Carrying out an Empirical Project. APPENDICES. Appendix A: Basic Mathematical Tools. Appendix B: Fundamentals of Probability. Appendix C: Fundamentals of Mathematical Statistics. Appendix D: Summary of Matrix Algebra. Appendix E: The Linear Regression Model in Matrix Form. Appendix F: Answers to Chapter Questions. Appendix G: Statistical Tables. References. Glossary. Index.

by "Nielsen BookData"

Details

  • NCID
    BB11796354
  • ISBN
    • 9781111534394
  • LCCN
    2012945120
  • Country Code
    at
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Australia
  • Pages/Volumes
    xxvii, 878 p.
  • Size
    24 cm
  • Subject Headings
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