Give students an understanding of how econometrics can answer questions in business, policy evaluation and forecasting. Students see the importance of what they're learning as this practical, yet professional, approach demonstrates how today's empirical researchers apply econometric methods to answer questions across a variety of disciplines. The author organizes information around the type of data being analyzed and uses a systematic approach that introduces assumptions only when needed to obtain a certain result, making it easier for students to follow. Updated applications and examples demonstrate impact on today's policy and support or disprove contemporary economic theories. More than 100 data sets are available in different formats.
作者：Jeffrey M. Wooldridge 現職：Michigan State University
Ch 1 The Nature of Econometrics and Economic Data
PART I: REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA Ch 2 The Simple Regression Model Ch 3 Multiple Regression Analysis: Estimation Ch 4 Multiple Regression Analysis: Inference Ch 5 Multiple Regression Analysis: OLS Asymptotics Ch 6 Multiple Regression Analysis: Further Issues Ch 7 Multiple Regression Analysis with Qualitative Information Ch 8 Heteroskedasticity Ch 9 More on Specification and Data Problems
PART II: REGRESSION ANALYSIS WITH TIME SERIES DATA Ch10 Basic Regression Analysis with Time Series Data Ch11 Further Issues in Using OLS with Time Series Data Ch12 Serial Correlation and Heteroskedasticity in Time Series Regressions
PART III: ADVANCED TOPICS. Ch13 Pooling Cross Sections Across Time: Simple Panel Data Methods Ch14 Advanced Panel Data Methods Ch15 Instrumental Variables Estimation and Two Stage Least Squares Ch16 Simultaneous Equations Models Ch17 Limited Dependent Variable Models and Sample Selection Corrections Ch18 Advanced Time Series Topics Ch19 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 Answers to Exploring Further Chapter Exercises Statistical Tables Glossary