Introductory econometrics a modern approach - Wooldridge, Jeffrey M. (Delhi Cengage Learning India Private Limited, 2009)
Regression Analysis with Cross sectional Data. Simple regression model Multiple regression analysis: Estimation Multiple regression 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 issues 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 emperical project
Includes bibliographical references appendices and index.
Keywords: ECONOMICS; ECONOMETRICS