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Introductory econometrics : a modern approach / Jeffrey M. Wooldridge.

By: Wooldridge, Jeffrey M 1960-.
Material type: materialTypeLabelBookPublisher: New Delhi : Cengage, c2013Edition: 5th ed.Description: xxv, 881 p. : ill. ; 24 cm.ISBN: 9788131524657 (pbk.); 1111531048 (hbk.); 9781111531041 (hbk.).Subject(s): EconometricsDDC classification: 330.015195 Online resources: Contributor biographical information | Publisher description | Table of contents only
Contents:
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.
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Item type Current location Call number Copy number Status Date due
Monograph Monograph Indian Institute of Management Udaipur
A4/2
330.015195 (Browse shelf) 1 Checked out 07/28/2024

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

Ch. 1. The nature of econometrics and economic data -- Pt. 1. Regression analysis with cross-sectional data -- Ch. 2. The simple regression model -- Ch. 3. Multiple regression analysis: estimation -- Ch. 4. Multiple regression analysis: inference -- Ch. 5. Multiple regression analysis: OLS asymptotics -- Ch. 6. Multiple regression analysis: further issues -- Ch. 7. Multiple regression analysis with qualitative information: binary (or dummy) variables -- Ch. 8. Hetroskedasticity -- Ch. 9. More on specification and data issues -- Pt. 2. Regression analysis with time series data -- Ch. 10. Basic regression analysis with time series data -- Ch. 11. Further issues in using OLS with time series data -- Ch. 12. Serial correlation and heteroskedasticity in time series regressions -- Ch. 13. Pooling cross sections across time: simple panel data methods -- Ch. 14. Advanced panel data methods -- Ch. 15. Instrumental variables estimation and two stage least squares -- Ch. 16. Simultaneous equations models -- Ch. 17. Limited dependent variable models and sample selection corrections -- Ch. 18. Advanced time series topics -- Ch. 19. Carrying out an empirical project -- Appendices.

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