000 01692cam a22001694a 4500
999 _c783
_d783
020 _a0538850132 (alk. paper)
050 0 0 _aHB139
_b.W665 2000
100 1 _aWooldridge, Jeffrey M.,
245 1 0 _aIntroductory econometrics :
_ba modern approach /
_cJeffrey M. Wooldridge.
260 _aCincinnati, OH :
_bSouth-Western College,
_cc2000.
300 _axxiii, 824 p. :
_bill. ;
_c24 cm.
500 _aIncludes index.
505 _aRegression analysis with cross-sectional data: Simple regression model; Multiple regression analysis, estimation; Multiple regress analysis, inference; Multiple regression analysis, OLS asymptotics; Multiple regression analysis, further issues; Multiple regression analysis with qualitative information, binary (or dummy) variables; Heteroskedasticity; More on specification and data problems -- Regression analysis with time series data: Basic regression analysis with time series data; Further issues in using OLS with time series data; Serial correlation and heteroskedasticity in time series regressions -- Advanced topics: Pooling cross sections across time, simple panel data methods; Advanced panel data methods; Instrumental variables estimation and two stage least squares; Simultaneous equations models; Limited dependent variable models and sample selection corrections; Advanced time series topics; Carrying out an empirical project -- Appendices: Basic mathematical tools; Fundamentals on probability; Fundamentals of mathematical statistics; Summary of matrix algebra; Linear regression model in matrix form; Answers to chapter questions; Statistical tables -- Glossary.
650 0 _aEconometrics.
700 _aJeffrey M. Wooldridge.
942 _cBK