Introduction to econometrics. / Jeffrey M. Wooldridge - Europe, Middle East, & Africa ed. - London: Cengage, 2014. - xvii, 603 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 -- Instrumental variables estimation an two stage least squares -- Simultaneous equations models -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project --
9781408093757
Econometrics
HB139.W91