Introductory econometrics : a modern approach
by
 
Wooldridge, Jeffrey M., 1960- author.

Title
Introductory econometrics : a modern approach

Author
Wooldridge, Jeffrey M., 1960- author.

ISBN
9781337558860

Personal Author
Wooldridge, Jeffrey M., 1960- author.

Edition
Seventh edition.

Physical Description
xxii, 826 pages : illustrations ; 27 cm

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.

Subject Term
Econometrics.


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