Introductory econometric: a modern approach / Jeffrey M. Wooldridge

By: Wooldridge, Jeffrey MPublication details: New Delhi ; Cengage learning, 2013Edition: 5th edDescription: xxvii, 878 p. PBISBN: 9788131524657Subject(s): EconometricsDDC classification: 330.015195
Contents:
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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Holdings
Item type Current library Call number Status Date due Barcode Item holds
General Books General Books Central Library, Sikkim University
General Book Section
330.015195 WOD/I (Browse shelf(Opens below)) Available 45727
General Books General Books Central Library, Sikkim University
General Book Section
330.015195 WOD/I (Browse shelf(Opens below)) Available 45728
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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