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Introductory econometric: a modern approach /

by Wooldridge, Jeffrey M.
Edition statement:5th ed. Published by : Cengage learning, (New Delhi ;) Physical details: xxvii, 878 p. PB ISBN:9788131524657.
Subject(s): Econometrics.
Year: 2013
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Item type Current location Call number Status Date due Item holds
Books General Stacks Books General Stacks SU Central Library
General Stacks
330.0182 WOOD/I (Browse shelf) Available
Books General Stacks Books General Stacks SU Central Library
General Stacks
330.0182 WOOD/I (Browse shelf) Available
Total holds: 0

The nature of econometrics and economic date --
Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regre4ssion analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression : further issues ; Multiple regression analysis with qualitative information : binary (or dummy) variables ; 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 ; Appendix A. Basic mathematical tools --
Appendix B. Fundamentals of probability --
Appendix C. Fundamentals of mathematical statistics --
Appendix D. Summary of matrix algebra --
Appendix E. The linear regression model in matrix form --
Appendix F. Answers to chapter questions --
Appendix G. Statistical tables.
Responsibility: Jeffrey M. Wooldridge.

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