Econometrics/
Jeffrey M. Wooldridge
- Australia: Cengage Learning, 2009.
- 631 p. : ill. ; 26 cm.
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 Asymtotics 6 Multiple Regression: Further Issues 7 Multiple Regression Analysis with Quantitative 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 Correlation and Heteroskedasticity in Time Series Regression
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 Equations Models 17 Limited Dependent Variables Models and Sample Selection Corrections 18 Advanced Time Series Topics 19 Carrying Out an Empirical Project