Introductory econometrics a modern approach

Bibliographic Details
Main Author: Wooldridge, Jeffrey M.
Format: Book
Language:English
Published: Australia Thomson South -Western 2006
Edition:3rd ed.
Subjects:
Table of Contents:
  • Econometrics and economic data Simple regression model Multiple regression analysis: Estimation Multiple regression analysis: Inference Multiple regression analysis: OLS Asymptotics Multiple regression analysis: Qualitative information: binary (or dummy) variables Multiple regression analysis: Further issues Hetroskedasticity More on specification and data problems Regression analysis with time series data OLS with time series data Serial correlation and Hetroskedasticity in time series regression Pooling cross- sections across time: Simple panel data methods Advance panel data methods Instrumental variable data methods and two stage least squares Simultaneous equation models Limited dependent variable models and simple selection correction Advance time series Empirical projects