Introductory Econometrics: A Modern Approach – J. Wooldridge – 2nd Edition


INTRODUCTORY : A MODERN APPROACH, 2e illustrates how empirical researchers think about and apply methods in real-world .

The text’s unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering in , policy , and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices.

Its unique organization separates topics by the kinds of data being analyzed, leading to an appreciation for the important issues that arise in drawing conclusions from the different kinds of data economists use. Packed with relevant , INTRODUCTORY ECONOMETRICS offers a wealth of interesting data sets that can be used to reproduce the examples in the text or as the starting point for original research projects.

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Table of Contents

Chapter 1. The Nature of Econometrics and Economic Data

Part 1. Regression Analysis with Cross-Sectional Data

Chapter 2. The Simple Regression Model
Chapter 3. Multiple Regression Analysis: Estimation
Chapter 4. Multiple Regression Analysis: Inference
Chapter 5. Multiple Regression Analysis: OLS Asymptotics
Chapter 6. Multiple Regression Analysis: Further Issues
Chapter 7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
Chapter 8. Heteroskedasticity
Chapter 9. More on Specification and Data Problems

Part 2. Regression Analysis with Time Series Data

Chapter 10. Basic Regression Analysis with Time Series Data
Chapter 11. Further Issues in Using OLS with Time Series Data
Chapter 12. Serial Correlation and Heteroskedasticity in Time Series Regressions

Part 3. Advanced Topics

Chapter 13. Pooling Cross Sections Across Time. Simple Panel Data Methods
Chapter 14. Advanced Panel Data Methods
Chapter 15. Instrumental Variables Estimation and Two Stage Least Squares
Chapter 16. Simultaneous Equations Models
Chapter 17. Limited Dependent Variable Models and Sample Selection Corrections
Chapter 18. Advanced Time Series Topics
Chapter 19. Carrying out an Empirical Project

Appendix A. Basic Mathematical Tools
Appendix B. Fundamentals of Probability
Appendix C. Fundamentals of Mathematical Statistics
Appendix D. Summary of Matrix Algebra
Appendix E. The Linear Regression Model in Matrix Form
Appendix F. Answers to Chapter Questions
Appendix G. Statistical Tables.
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Luis Montilla
June 24, 2015 8:07 pm

I read three undergraduate textbooks on Econometrics, but in my opinion, this book is the best. Especially, the appendices is very helpful for understanding the concept properly.

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