The modern approach of this text 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 text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.
Author(s): Jeffrey M. Wooldridge
Edition: 3
Publisher: South-Western College Pub
Year: 2005
Language: English
Pages: 878
Tags: Финансово-экономические дисциплины;Эконометрика;
1.The Nature of Econometrics and Economic Data......Page 3
2.The Simple Regression Model......Page 25
3.Multiple Regression Analysis: Estimation......Page 75
4.Multiple Regression Analysis: Inference......Page 125
4.3 Confidence Intervals......Page 147
5.Multiple Regression Analysis: OLS Asymptotics......Page 179
6.Multiple Regression Analysis: Further Issues......Page 195
7.Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables......Page 233
8.Heteroskedasticity......Page 275
Hetero-Robust LM Tests......Page 280
8.3 Testing for Heteroskedasticity......Page 282
The Breusch-Pagan Test......Page 284
The White Test......Page 286
The White Test - Special Case......Page 287
9.More on Specification and Data Problems......Page 309
10.Basic Regression Analysis with Time Series Data......Page 345
11.Further Issues in Using OLS with Time Series Data......Page 383
12.Serial Correlation and Heteroskedasticity in Time Series Regressions......Page 415
13.Pooling Cross Sections across Time: Simple Panel Data Methods......Page 451
14.Advanced Panel Data Methods......Page 489
15.Instrumental Variables Estimation and Two Stage Least Squares......Page 515
16.Simultaneous Equations Models......Page 557
17.Limited Dependent Variable Models and Sample Selection Corrections......Page 587
18.Advanced Time Series Topics......Page 637
19.Carrying Out an Empirical Project......Page 683
Appendix A: Basic Mathematical Tools......Page 711
Appendix B: Fundamentals of Probability......Page 733
Appendix C: Fundamentals of Mathematical Statistics......Page 769
Appendix D: Summary of Matrix Algebra......Page 815
Appendix E: The Linear Regression Model in Matrix Form......Page 827
Appendix F: Answers to Chapter Questions......Page 843
Appendix G: Statistical Tables......Page 857
Glossary......Page 865
