Econometric AnalysisGreene, William H.
ISBN: 0324289782
Introductory Econometrics : A Modern Approach
Wooldridge, Jeffrey
ISBN 10: 0324289782 / 0-324-28978-2ISBN 13: 9780324289787
Publication Date: 2005
Binding: Hardcover
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Introductory Econometrics : A Modern Approach: Synopsis
1. The Nature of Econometrics and Economic Data. PART I. REGRESSION ANALYSIS WITH CROSS SECTION DATA. 2. The Simple Regression Model. 3. Multiple Regression Analysis: Estimation. 4. Multiple Regression Analysis: Inference. 5. Multiple Regression Analysis: OLS Asymptotics. 6. Multiple Regression Analysis: Further Issues. 7. Multiple Regression Analysis with Qualitative information: Binary (or Dummy) Variables. 8. Heteroskedasticity. 9. More on Specification and Data Problems. PART II. 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 Regressions. PART III. ADVANCED TOPICS. 13. Polling Cross Sections Across Time: Simple Panel Data Methods. 14. Advanced Panel Data Methods. 15. Instrumental Variables Estimation and Two State Least Squares. 16. Introduction to Simultaneous Equations Models. 17. Limited Dependent Variable Models and Sample Selection Corrections. 18. Advanced Time Series Topics. 19. Carrying Out an Empirical Project.
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