Wooldridge, Jeffrey M., 1960-

Introductory econometrics : a modern approach / Jeffrey M. Wooldridge. - 5th ed. - New Delhi : Cengage, c2013. - xxv, 881 p. : ill. ; 24 cm.

Includes bibliographical references (p. 838-843) and index.

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 -- Hetroskedasticity -- 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 -- 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. Ch. 1. Pt. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Pt. 2. Ch. 10. Ch. 11. Ch. 12. Ch. 13. Ch. 14. Ch. 15. Ch. 16. Ch. 17. Ch. 18. Ch. 19.

9788131524657 (pbk.) 1111531048 (hbk.) 9781111531041 (hbk.)

2012945120


Econometrics.

330.015195 , A4/2 Atlantic Publishers & Distributors

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