Introductory Econometrics A Modern Approach

by Wooldridge, Jeffrey M.

• ISBN13: 9780538850131
• ISBN10: 0538850132
• Edition: 1st
• Format: Hardcover
• Copyright: 1999-08-06
• Publisher: South-Western College Pub

Summary

The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

Table of Contents

Chapter 1 The Nature of Econometrics and Economic Data	1	(20)
PART 1 REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA	21	(289)
Chapter 2 The Simple Regression Model	22	(44)
Chapter 3 Multiple Regression Analysis: Estimation	66	(47)
Chapter 4 Multiple Regression Analysis: Inference	113	(49)
Chapter 5 Multiple Regression Analysis: OLS Asymptotics	162	(16)
Chapter 6 Multiple Regression Analysis: Further Issues	178	(33)
Chapter 7 Multiple Regression Analysis With Qualitative Information: Binary (or Dummy) Variables	211	(37)
Chapter 8 Heteroskedasticity	248	(30)
Chapter 9 More on Specification and Data Problems	278	(32)
PART 2 REGRESSION ANALYSIS WITH TIME SERIES DATA	310	(97)
Chapter 10 Basic Regression Analysis With Time Series Data	311	(36)
Chapter 11 Further Issues in Using OLS with Time Series Data	347	(29)
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions	376	(31)
PART 3 ADVANCED TOPICS	407	(236)
Chapter 13 Pooling Cross Sections Across Time. Simple Panel Data Methods	408	(33)
Chapter 14 Advanced Panel Data Methods	441	(20)
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares	461	(40)
Chapter 16 Simultaneous Equations Models	501	(28)
Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections	529	(42)
Chapter 18 Advanced Time Series Topics	571	(45)
Chapter 19 Carrying Out an Empirical Project	616	(27)
APPENDICES	643	(148)
Appendix A Basic Mathematical Tools	643	(21)
Appendix B Fundamentals of Probability	664	(35)
Appendix C Fundamentals of Mathematical Statistics	699	(45)
Appendix D Summary of Matrix Algebra	744	(11)
Appendix E The Linear Regression Model in Matrix Form	755	(10)
Appendix F Answers to Chapter Questions	765	(13)
Appendix G Statistical Tables	778	(13)
Glossary	791	(16)
Index	807