图书介绍
INTRODUCTORY ECONOMETRICS A MODERN APPROACH THIRD EDITIONpdf电子书版本下载
- (美)JEFFREY M.WOOLDRIDGE著 著
- 出版社: 清华大学出版社
- ISBN:7302143129
- 出版时间:2007
- 标注页数:894页
- 文件大小:149MB
- 文件页数:927页
- 主题词:计量经济学-高等学校-教材-英文
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图书目录
Chapter 1 The Nature of Econometrics and Economic Data 1
PART 1: Regression Analysis with Cross-Sectional Data 23
Chapter 2 The Simple Regression Model 24
Chapter 3 Multiple Regression Analysis: Estimation 73
Chapter 4 Multiple Regression Analysis: Inference 123
Chapter 5 Multiple Regression Analysis: OLS Asymptotics 176
Chapter 6 Multiple Regression Analysis: Further Issues 192
Chapter 7 Multiple Regression Analysis with Qualitative Information:Binary (or Dummy) Variables 230
Chapter 8 Heteroskedasticity 271
Chapter 9 More on Specification and Data Problems 304
PART 2: Regression Analysis with Time Series Data 341
Chapter 10 Basic Regression Analysis with Time Series Data 342
Chapter 11 Further Issues in Using OLS with Time Series Data 380
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 412
PART 3: Advanced Topics 447
Chapter 13 Pooling Cross Sections Across Time: Simple Panel Data Methods 448
Chapter 14 Advanced Panel Data Methods 485
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares 510
Chapter 16 Simultaneous Equations Models 552
Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections 582
Chapter 18 Advanced Time Series Topics 632
Chapter 19 Carrying out an Empirical Project 678
APPENDICES 707
Appendix A Basic Mathematical Tools 707
Appendix B Fundamentals of Probability 728
Appendix C Fundamentals of Mathematical Statistics 763
Appendix D Summary of Matrix Algebra 808
Appendix E The Linear Regression Model in Matrix Form 819
Appendix F Answers to Chapter Questions 834
Appendix G Statistical Tables 847
References 854
Glossary 859
Index 873
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