Introduction to Econometrics

Shows how econometrics is a useful tool for answering questions in business, policy evaluation and forecasting environments.

Auteur
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 an assistant professor of economics at the Massachusetts Institute of Technology. He 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. He has published more than 60 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, second edition. His awards include an Alfred P. Sloan Research Fellowship, the Plura 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. He is a fellow of the Econometric Society and of the Journal of Econometrics. He is past editor of the Journal of Business and Economic Statistics, and past econometrics coeditor of Economics Letters. He has served on the editorial boards of Econometric Theory, the Journal of Economic Literature, the Journal of Econometrics, the Review of Economics and Statistics, and the Stata Journal. He has also acted as an occasional econometrics consultant for Arthur Andersen, Charles River Associates, the Washington State Institute for Public Policy, Stratus Consulting, and Industrial Economics, Incorporated.

Texte du rabat

This title has been adapted for use in Europe, the Middle East and Africa and has been tailored to meet the demands of today s lecturers and students.Jeffrey M. Wooldridge s Introduction to Econometrics shows how econometrics is a useful tool for answering questions in business, policy evaluation and forecasting environments. Packed with timely, relevant applications, the text incorporates close to 100 intriguing data sets, available in six formats, with appendices and questions available online.Unique organization pioneered by the author clearly presents applications for today's students. This comprehensive econometrics text pioneered the approach of explicitly covering cross-sectional applications first, followed by time series applications, and, ultimately, panel data applications in the advanced chapters.Practical application prepares students to use econometrics in business today. This unique, comprehensive text applies econometrics to actual real business problems, demonstrating how each method answers a particular issue facing researchers who are analyzing non-experimental data.

Contenu

1. The Nature of Econometrics and Economic 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 Issues 10. Basic Regression Analysis with Time Series Data 11. Further Issues in Using OLS with Time Series Data 12. Serial Correlation and Heteroskedasticity 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 Dependant Variable Models and Sample Selection Corrections 18. Advanced Time Series Topics 19. Carrying Out an Empirical Project