2013, Cengage Learning. — 912 р.
Jeffrey M. Wooldridge, Michigan State University.
ISBN-10: 1111531048
ISBN-13: 978-1111531041Discover how empirical researchers today actually think about and apply econometric methods with the practical, professional approach in Wooldridge's Introductory econometrics: a modern approach, 5e. Unlike traditional books on the subject, Introductory econometrics' 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.The Nature of Econometrics and Economic Data.
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: Binary (or Dummy) Variables.
Heteroskedasticity.
More on Specification and Data Problems.
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.
Advanced 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.
Appendices.
Basic Mathematical Tools.
Fundamentals of Probability.
Fundamentals of Mathematical Statistics.
Summary of Matrix Algebra.
The Linear Regression Model in Matrix Form.
Answers to Chapter Questions.
Statistical Tables.
References.
Glossary.
Index.
