Introductory econometrics : a modern approach / Jeffrey M. Wooldridge
Material type: TextPublisher: Boston, MA, USA : Cengage Learning, 2016Copyright date: ℗♭2016Edition: Sixth edition; Student editionDescription: 1 online resourceContent type:- text
- computer
- online resource
- 130527010X
- 9781305270107
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
E-Resources | Main Library E-Resources | 330.015195 W913 (Browse shelf(Opens below)) | Available | E005025 |
Previous edition: ℗♭2013
Includes bibliographical references (pages 750-755) and index
The nature of econometrics and economic date -- Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regre4ssion analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression : further issues ; Multiple regression analysis with qualitative information : binary (or dummy) variables ; 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 ; 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
This book uniquely demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting
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