Wooldridge, Jeffrey M.

Econometrics/ Jeffrey M. Wooldridge - Australia: Cengage Learning, 2009. - 631 p. : ill. ; 26 cm.

1 The Nature of Econometrics and Economic Data

Part 1 Regression Analysis with Cross-Sectional Data
2 The Simple Regression Model
3 Multiple Regression Analysis: Estimation
4 Multiple Regression Analysis: Inference
5 Multiple Regression Analysis: OLS Asymtotics
6 Multiple Regression: Further Issues
7 Multiple Regression Analysis with Quantitative Information: Binary (or Dummy) Variables
8 Heteroskedasticity
9 More on Specification and Data Issues

Part 2 Regression Analysis with Time Series Data
10 Basic Regression Analysis with Time Series Data
11 Further Issues in Using OLS with Time Series Data
12 Serial Correlation and Heteroskedasticity in Time Series Regression

Part 3 Advanced Topics
13 Pooling Cross Sections across Time Simple Panel Data Methods
14 Advanced Panel Data Methods
15 Instrumental Variables Estimation and Two Stage Least Squares
16 Simultaneous Equations Models
17 Limited Dependent Variables Models and Sample Selection Corrections
18 Advanced Time Series Topics
19 Carrying Out an Empirical Project




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Econometrics
Economics

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