Introductory Econometrics: A Modern Approach / Edition 2

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Overview

The modern approach of this book recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the content, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

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Editorial Reviews

Booknews
Though it focuses on the use of cross-sectional data and time series data for regression analysis, this textbook also addresses advanced topics like panel data methods, instrumental variables estimation, simultaneous equations, limited dependent variable models, and the process of empirical research. Appendixes contain basic information on mathematical tools, probability, mathematical statistics, matrix algebra, and linear regression, as well as statistical tables and a glossary. Woolridge teaches at Michigan State University. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Product Details

  • ISBN-13: 9780324113648
  • Publisher: South-Western
  • Publication date: 7/28/2002
  • Edition description: Older Edition
  • Edition number: 2
  • Pages: 896
  • Product dimensions: 7.46 (w) x 9.66 (h) x 1.50 (d)

Meet 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 Assistant Professor of Economics at the Massachusetts Institute of Technology. Dr. Wooldridge has published more than three dozen 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. His awards include an Alfred P. Sloan Research Fellowship, the Multa 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. A fellow of the ECONOMETRIC SOCIETY and of the JOURNAL OF ECONOMETRICS, Dr. Wooldridge has been editor of the JOURNAL OF BUSINESS AND ECONOMIC STATISTICS and econometrics co-editor of ECONOMICS LETTERS, and he has served on the editorial boards of the JOURNAL OF ECONOMETRICS and the REVIEW OF ECONOMICS AND STATISTICS. Dr. Wooldridge 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.

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Table of Contents

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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