Introductory econometrics. / Jeffrey M. Wooldridge - 5th ed. - London: South-Western, 2013. - xxv, 881 p.: ill.:
Includes bibliographic references, glossary and index.
Contents: The nature of econometrics and economic data -- The simple regression model -- Multiple regression analysis; estimation -- Multiple regression analysis: inference -- Multiple regression analysis: OLS asymtotics -- Multiple regression analysis: further issues -- Multiple regression analysis with qualitative information: binary (or dummy) variables -- Heteroskedasticity -- More on specification and data issues -- Basic regression analysis with time series data -- Further issues in using OLS with time series data -- Serial correlation and hetoroskedasticity in time series regressions -- Pooling cross sections across time -- Advanced panel data methods -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project -- Appendices: Basic mathematical tools -- Fundamentals of probability -- Fundamentals of mathematical statistics -- Summary of matrix algebra -- The linear regression model in matrix form -- Answers to Chapter questions --
9781111531041 1111531048
HB139.W91