1. This edition's unique presentation demonstrates how econometrics has moved beyond just a set of abstract tools to become a genuinely useful tool for answering questions in business, policy evaluation, and forecasting environments.
2. Organized around the type of data being analyzed, the book uses a systematic approach which makes the material easier to understand and ultimately leads to better econometric practices.
3. The text emphasizes incorporates close to 100 intriguing data sets in six formats and offers updates that reflect the latest emerging developments in the field.
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: Binary (or Dummy) Variables
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
◎作者:Jeffrey M. Wooldridge
現職:Michigan State University