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By: Jeffrey M. Wooldridge  (Author)
Format: EPUB
Length: 815 pages
Published: 2015 by Cengage Learning
ISBN: 130527010X
Source: https://www.amazon.com/Introductory-Econometrics-Modern-Approach-Economics-ebook-dp-B016KSJ36C/dp/B016KSJ36C/

About:

Discover how empirical researchers today actually consider and apply econometric methods with the practical approach in Wooldridge's Introductory Econometrics: A Modern Approach, 6th edition. Unlike traditional texts, this book uniquely demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting. Introductory Econometrics is organized around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 intriguing data sets, available in six formats. Updates introduce the latest emerging developments in the field.

Contents:

 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 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 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 Correlatiion and Heteroskedasticity in Time Series Regressions
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 Equation Models
17  Limited Dependent Variable Models and Sample Selection Corrections
18  Advanced Time Series Topics
19  Carrying Out an Empirical Project
Appendices
References

About the Author:

Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University, where he has taught since 1991. From 1986 to 1991, he was an assistant professor of economics at the Massachusetts Institute of Technology. He received his bachelor of arts, with majors in computer science and economics, from the University of California, Berkeley, in 1982, and received his doctorate in economics in 1986 from the University of California, San Diego. He has published more than 60 articles in internationally recognized journals, as well as several book chapters. He is also the author of Econometric Analysis of Cross Section and Panel Data, second edition. His awards include an Alfred P. Sloan Research Fellowship, the Plura Scripsit award from Econometric Theory, the Sir Richard Stone prize from the Journal of Applied Econometrics, and three graduate teacher-of-the-year awards from MIT. He is a fellow of the Econometric Society and of the Journal of Econometrics. He is past editor of the Journal of Business and Economic Statistics, and past econometrics coeditor of Economics Letters. He has served on the editorial boards of Econometric Theory, the Journal of Economic Literature, the Journal of Econometrics, the Review of Economics and Statistics, and the Stata Journal. He has also acted as an occasional econometrics consultant for Arthur Andersen, Charles River Associates, the Washington State Institute for Public Policy, Stratus Consulting, and Industrial Economics, Incorporated.