Book , Print in English

Introductory econometrics : a modern approach

Jeffrey M. Wooldridge.
  • Boston, MA : Cengage, [2020]
  • Copyright Notice: ©2020
  • Seventh edition.
  • xxii, 826 pages : illustrations, charts ; 21 x 27 cm
  • Textbooks.
  • Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as for carrying out research projects.
  • The nature of econometrics and economic date
  • 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 ; 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
  • Math refresher A, basic mathematical tools
  • Math refresher B, fundamentals of probability
  • Math refresher C, fundamentals of mathematical statistics
  • Advanced treatment D, summary of matrix algebra
  • Advanced treatment D, the linear regression model in matrix form.
Other information
  • "Print year: 2018" (page ii)
  • Includes bibliographical references (pages 791-796) and index.
  • 1337558869
  • 9781337558860
Identifying numbers
  • OCLC: 1030403996
  • OCLC: 1030403996